-28.6%
U vs FIX
+1,785.1%
-1,813.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -11.6% | +26.5% | +18.4% |
| 7D | +24.3% | -27.2% | +51.5% | +35.0% |
| 30D | +8.6% | -46.9% | +55.5% | +30.1% |
| 3M | +37.6% | -44.4% | +82.0% | +61.0% |
| 6M | +78.5% | -50.9% | +129.4% | +113.7% |
| YTD | +10.5% | +3.5% | +6.9% | -2.7% |
| 1Y | +15.2% | -2.1% | +17.3% | +3.5% |
| 3Y | +76.6% | +418.7% | -342.2% | -28.3% |
| 5Y | -67.9% | +894.6% | -962.4% | -91.0% |
| All | -28.6% | +1,785.1% | -1,813.7% | -77.2% |
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 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