+199.8%
TER vs FIX
+128.3%
+71.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +3.7% |
| 7D | +0.6% | +6.0% | -5.5% | -4.6% |
| 30D | -8.3% | -7.2% | -1.1% | -1.8% |
| 3M | -12.2% | -15.9% | +3.6% | +4.5% |
| 6M | +17.0% | +12.7% | +4.3% | +13.7% |
| YTD | +84.6% | +72.8% | +11.8% | +42.1% |
| 1Y | +199.8% | +122.9% | +76.9% | +103.2% |
| All | +199.8% | +128.3% | +71.6% | +103.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling