+108.3%
V vs FIX
+1,026.2%
-917.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +0.9% | +9.4% | -8.5% | +0.1% |
| 30D | +9.0% | -27.8% | +36.7% | +11.6% |
| 3M | +16.7% | -35.6% | +52.3% | +20.6% |
| 6M | +33.4% | -45.2% | +78.6% | +39.5% |
| YTD | +22.4% | +19.5% | +2.9% | +14.0% |
| 1Y | +27.7% | +24.2% | +3.4% | +18.0% |
| 3Y | +78.0% | +494.2% | -416.2% | +10.8% |
| All | +108.3% | +1,026.2% | -917.9% | -1.0% |
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 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