+8.0%
U vs FIX
+782.4%
-774.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.5% |
| 7D | -3.8% | +6.0% | -9.8% | -5.4% |
| 30D | +17.5% | -7.2% | +24.7% | +19.3% |
| 3M | +38.7% | -15.9% | +54.6% | +43.0% |
| 6M | +104.4% | +12.7% | +91.7% | +89.1% |
| YTD | -5.7% | +72.8% | -78.5% | -25.4% |
| 1Y | +3.7% | +122.9% | -119.2% | -25.2% |
| All | +8.0% | +782.4% | -774.5% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling