-69.4%
U vs FIX
+2,061.9%
-2,131.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.7% |
| 7D | -3.8% | +6.0% | -9.8% | -6.0% |
| 30D | +17.5% | -7.2% | +24.7% | +20.0% |
| 3M | +38.7% | -15.9% | +54.6% | +44.5% |
| 6M | +104.4% | +12.7% | +91.7% | +84.1% |
| YTD | -5.7% | +72.8% | -78.5% | -31.2% |
| 1Y | +3.7% | +122.9% | -119.2% | -33.7% |
| 3Y | +12.3% | +774.3% | -762.0% | -71.7% |
| All | -69.4% | +2,061.9% | -2,131.3% | -96.5% |
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