-24.7%
U vs FIX
+1,887.8%
-1,912.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.4% | +0.1% | +3.9% |
| 7D | +36.6% | -17.5% | +54.0% | +42.7% |
| 30D | +13.3% | -41.6% | +54.9% | +31.9% |
| 3M | +26.2% | -40.6% | +66.8% | +44.8% |
| 6M | +88.7% | -49.4% | +138.1% | +124.3% |
| YTD | +16.6% | +9.2% | +7.4% | +1.1% |
| 1Y | +29.0% | +6.5% | +22.5% | +12.7% |
| 3Y | +99.5% | +448.7% | -349.2% | -20.3% |
| 5Y | -66.1% | +948.7% | -1,014.8% | -90.7% |
| All | -24.7% | +1,887.8% | -1,912.4% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling