+105.5%
V vs FIX
+1,049.0%
-943.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.5% | -0.9% |
| 7D | -0.8% | -7.2% | +6.5% | -0.5% |
| 30D | +9.5% | -35.1% | +44.6% | +13.4% |
| 3M | +16.7% | -34.3% | +50.9% | +20.3% |
| 6M | +32.9% | -42.9% | +75.9% | +38.3% |
| YTD | +21.1% | +19.5% | +1.6% | +12.9% |
| 1Y | +26.6% | +16.8% | +9.9% | +18.1% |
| 3Y | +78.4% | +506.7% | -428.3% | +10.6% |
| 5Y | +105.5% | +1,046.7% | -941.2% | -3.8% |
| All | +105.5% | +1,049.0% | -943.5% | -3.8% |
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