+25.8%
ON vs FIX
+1,055.8%
-1,029.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +3.0% | +1.5% |
| 7D | +17.0% | +17.0% | 0.0% | +8.6% |
| 30D | -3.9% | -30.6% | +26.7% | +12.9% |
| 3M | -11.5% | -35.0% | +23.5% | +7.0% |
| 6M | -29.2% | -44.0% | +14.8% | -7.1% |
| YTD | +36.2% | +21.1% | +15.0% | +27.5% |
| 1Y | +49.6% | +16.3% | +33.4% | +41.6% |
| 3Y | +9.4% | +507.4% | -498.0% | -61.5% |
| 5Y | +25.8% | +1,052.1% | -1,026.2% | -74.7% |
| All | +25.8% | +1,055.8% | -1,029.9% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling