+99.5%
U vs FIX
+448.6%
-349.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.4% | +0.1% | +4.3% |
| 7D | +36.6% | -17.5% | +54.0% | +41.4% |
| 30D | +13.3% | -41.6% | +54.9% | +28.4% |
| 3M | +26.2% | -40.6% | +66.8% | +41.2% |
| 6M | +88.7% | -49.4% | +138.1% | +117.7% |
| YTD | +16.6% | +9.2% | +7.4% | +1.9% |
| 1Y | +29.0% | +6.5% | +22.5% | +13.5% |
| 3Y | +99.5% | +448.7% | -349.2% | -16.6% |
| All | +99.5% | +448.6% | -349.1% | -16.6% |
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