+3.7%
U vs FIX
+128.3%
-124.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.3% |
| 7D | -3.8% | +6.0% | -9.8% | -4.8% |
| 30D | +17.5% | -7.2% | +24.7% | +18.5% |
| 3M | +38.7% | -15.9% | +54.6% | +40.8% |
| 6M | +104.4% | +12.7% | +91.7% | +88.3% |
| YTD | -5.7% | +72.8% | -78.5% | -25.6% |
| 1Y | +3.7% | +122.9% | -119.2% | -16.8% |
| All | +3.7% | +128.3% | -124.6% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling