+1,006.2%
TER vs FIX
+3,723.8%
-2,717.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | +0.1% |
| 7D | -8.9% | -13.9% | +5.1% | -1.5% |
| 30D | -39.1% | -35.5% | -3.5% | -24.0% |
| 3M | -32.8% | -33.9% | +1.2% | -16.9% |
| 6M | -31.7% | -43.3% | +11.6% | -7.3% |
| YTD | +26.9% | +18.7% | +8.3% | +26.3% |
| 1Y | +33.6% | +13.8% | +19.8% | +35.2% |
| 3Y | +181.5% | +495.0% | -313.4% | +32.5% |
| 5Y | +76.1% | +1,049.0% | -972.9% | -38.9% |
| 10Y | +1,006.2% | +3,644.4% | -2,638.2% | +142.2% |
| All | +1,006.2% | +3,723.8% | -2,717.6% | +142.2% |
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