+772.8%
TEAM vs FIX
+2,964.4%
-2,191.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -11.6% | +8.1% | -1.9% |
| 7D | -10.2% | -27.2% | +17.0% | -6.5% |
| 30D | -5.5% | -46.9% | +41.4% | +2.4% |
| 3M | +61.7% | -44.4% | +106.2% | +73.2% |
| 6M | +98.5% | -50.9% | +149.4% | +113.4% |
| YTD | +13.0% | +3.5% | +9.5% | +2.8% |
| 1Y | +13.5% | -2.1% | +15.6% | +4.1% |
| 3Y | +3.6% | +418.7% | -415.1% | -37.6% |
| 5Y | -58.4% | +894.6% | -952.9% | -78.3% |
| 10Y | +581.4% | +3,465.5% | -2,884.1% | +192.2% |
| All | +772.8% | +2,964.4% | -2,191.6% | +274.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling