+102.6%
V vs FIX
+929.6%
-827.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -11.6% | +8.4% | -2.2% |
| 7D | +2.9% | -27.2% | +30.2% | +5.5% |
| 30D | +14.0% | -46.9% | +60.9% | +20.1% |
| 3M | +14.9% | -44.4% | +59.3% | +20.2% |
| 6M | +31.7% | -50.9% | +82.6% | +38.9% |
| YTD | +21.2% | +3.5% | +17.7% | +14.4% |
| 1Y | +25.3% | -2.1% | +27.4% | +18.9% |
| 3Y | +77.5% | +418.7% | -341.3% | +11.8% |
| 5Y | +102.6% | +894.6% | -792.0% | -4.3% |
| All | +102.6% | +929.6% | -827.0% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling