-65.5%
TEAM vs FIX
+1,107.4%
-1,172.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.0% | -2.5% | +1.8% |
| 7D | -19.7% | +6.4% | -26.2% | -20.7% |
| 30D | -26.6% | -29.1% | +2.5% | -22.9% |
| 3M | -1.1% | -31.1% | +30.1% | +3.6% |
| 6M | +74.6% | -42.8% | +117.4% | +86.7% |
| YTD | -6.0% | +24.6% | -30.6% | -22.9% |
| 1Y | -3.2% | +21.9% | -25.2% | -20.7% |
| 3Y | -13.5% | +524.9% | -538.4% | -70.8% |
| 5Y | -65.5% | +1,092.2% | -1,157.7% | -93.3% |
| All | -65.5% | +1,107.4% | -1,172.9% | -93.3% |
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