+18.4%
U vs FIX
+14.3%
+4.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -15.1% | +20.0% | +7.0% |
| 7D | +7.5% | -18.9% | +26.4% | +10.5% |
| 30D | -7.0% | -36.3% | +29.2% | -0.5% |
| 3M | +20.6% | -38.5% | +59.1% | +29.3% |
| 6M | +53.2% | -42.3% | +95.4% | +63.3% |
| YTD | -3.9% | +17.1% | -21.0% | -27.7% |
| 1Y | +18.4% | +14.4% | +4.0% | -10.3% |
| All | +18.4% | +14.3% | +4.1% | -10.3% |
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 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