-71.5%
U vs FIX
+1,045.2%
-1,116.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -1.9% |
| 7D | +24.4% | -13.9% | +38.3% | +28.9% |
| 30D | +7.4% | -35.5% | +42.9% | +23.3% |
| 3M | +16.8% | -33.9% | +50.7% | +31.5% |
| 6M | +78.8% | -43.3% | +122.1% | +108.5% |
| YTD | +14.0% | +18.7% | -4.7% | -7.4% |
| 1Y | +16.7% | +13.8% | +3.0% | -3.7% |
| 3Y | +86.4% | +495.0% | -408.6% | -48.7% |
| 5Y | -71.5% | +1,049.0% | -1,120.5% | -96.2% |
| All | -71.5% | +1,045.2% | -1,116.7% | -96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling