+26.0%
V vs FIX
+15.7%
+10.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.3% |
| 7D | +0.8% | -13.9% | +14.7% | -0.2% |
| 30D | +9.9% | -35.5% | +45.5% | +7.2% |
| 3M | +17.5% | -33.9% | +51.4% | +14.8% |
| 6M | +33.5% | -43.3% | +76.8% | +29.8% |
| YTD | +21.6% | +18.7% | +2.9% | +17.4% |
| All | +26.0% | +15.7% | +10.3% | +21.5% |
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