+443.6%
TEAM vs FIX
+3,564.5%
-3,120.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | -2.4% | +9.4% | -11.8% | -3.6% |
| 30D | -26.7% | -27.8% | +1.1% | -23.9% |
| 3M | -9.6% | -35.6% | +25.9% | -5.2% |
| 6M | +86.0% | -45.2% | +131.3% | +97.5% |
| YTD | -7.5% | +19.5% | -27.0% | -18.0% |
| 1Y | -1.4% | +24.2% | -25.6% | -13.7% |
| 3Y | -14.3% | +494.2% | -508.5% | -50.5% |
| 5Y | -66.3% | +1,036.1% | -1,102.4% | -83.3% |
| All | +443.6% | +3,564.5% | -3,120.9% | +124.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling