-39.0%
U vs FIX
+3,045.9%
-3,085.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.6% |
| 7D | -3.8% | +6.0% | -9.8% | -5.7% |
| 30D | +17.5% | -7.2% | +24.7% | +19.7% |
| 3M | +38.7% | -15.9% | +54.6% | +43.8% |
| 6M | +104.4% | +12.7% | +91.7% | +87.3% |
| YTD | -5.7% | +72.8% | -78.5% | -27.7% |
| 1Y | +3.7% | +122.9% | -119.2% | -28.6% |
| 3Y | +12.3% | +774.3% | -762.0% | -60.5% |
| 5Y | -68.8% | +2,049.5% | -2,118.3% | -92.3% |
| All | -39.0% | +3,045.9% | -3,085.0% | -83.0% |
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