+78.5%
U vs FIX
-50.5%
+129.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -11.6% | +26.5% | +14.5% |
| 7D | +24.3% | -27.2% | +51.5% | +24.8% |
| 30D | +8.6% | -46.9% | +55.5% | +11.3% |
| 3M | +37.6% | -44.4% | +82.0% | +40.4% |
| 6M | +78.5% | -50.9% | +129.4% | +75.8% |
| All | +78.5% | -50.5% | +129.0% | +75.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling