+609.7%
T vs FIX
+12,471.5%
-11,861.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.9% | -2.2% |
| 7D | -1.3% | +6.0% | -7.3% | -1.9% |
| 30D | +11.4% | -7.2% | +18.6% | +12.1% |
| 3M | +14.3% | -15.9% | +30.1% | +15.5% |
| 6M | -9.3% | +12.7% | -22.0% | -11.8% |
| YTD | +7.1% | +72.8% | -65.7% | -1.2% |
| 1Y | -9.1% | +122.9% | -132.0% | -19.2% |
| 3Y | +105.3% | +774.3% | -669.0% | +47.6% |
| 5Y | +66.8% | +2,049.5% | -1,982.7% | +4.8% |
| 10Y | +66.8% | +5,821.5% | -5,754.7% | -10.5% |
| All | +609.7% | +12,471.5% | -11,861.8% | +215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling