+29.3%
V vs FIX
+14.3%
+15.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -15.1% | +18.9% | +2.7% |
| 7D | +9.0% | -18.9% | +27.9% | +7.6% |
| 30D | +18.1% | -36.3% | +54.4% | +15.0% |
| 3M | +18.3% | -38.5% | +56.9% | +15.2% |
| 6M | +34.1% | -42.3% | +76.4% | +30.3% |
| YTD | +25.2% | +17.1% | +8.1% | +20.9% |
| 1Y | +29.3% | +14.4% | +14.9% | +24.6% |
| All | +29.3% | +14.3% | +15.0% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling