+57.8%
T vs FIX
+1,026.2%
-968.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +2.5% | +9.4% | -6.9% | +2.8% |
| 30D | -3.8% | -27.8% | +24.0% | -4.6% |
| 3M | -8.7% | -35.6% | +26.8% | -9.8% |
| 6M | -8.1% | -45.2% | +37.1% | -9.3% |
| YTD | -6.4% | +19.5% | -25.9% | -7.3% |
| 1Y | -9.8% | +24.2% | -34.0% | -10.6% |
| 3Y | +65.5% | +494.2% | -428.7% | +48.3% |
| All | +57.8% | +1,026.2% | -968.4% | +19.9% |
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