+509.8%
T vs FIX
+7,433.0%
-6,923.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.6% | +11.5% | +1.2% |
| 7D | +4.3% | -27.2% | +31.5% | +7.5% |
| 30D | -9.7% | -46.9% | +37.2% | -3.9% |
| 3M | -4.3% | -44.4% | +40.1% | +1.0% |
| 6M | -13.7% | -50.9% | +37.2% | -8.3% |
| YTD | -8.0% | +3.5% | -11.5% | -11.0% |
| 1Y | -6.9% | -2.1% | -4.8% | -9.6% |
| 3Y | +59.7% | +418.7% | -359.0% | +20.8% |
| 5Y | +53.4% | +894.6% | -841.1% | +4.8% |
| 10Y | +58.2% | +3,465.5% | -3,407.3% | -10.8% |
| All | +509.8% | +7,433.0% | -6,923.2% | +184.3% |
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