+1,077.0%
TER vs FIX
+3,814.3%
-2,737.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.0% | +3.3% | +5.7% |
| 7D | +5.9% | +6.4% | -0.6% | +3.3% |
| 30D | -30.8% | -29.1% | -1.7% | -17.7% |
| 3M | -29.9% | -31.1% | +1.2% | -15.2% |
| 6M | -27.5% | -42.8% | +15.4% | -2.1% |
| YTD | +37.5% | +24.6% | +12.8% | +33.6% |
| 1Y | +50.3% | +21.9% | +28.3% | +47.2% |
| 3Y | +204.9% | +524.9% | -320.0% | +40.1% |
| 5Y | +89.2% | +1,092.2% | -1,003.1% | -35.6% |
| 10Y | +1,077.0% | +3,759.0% | -2,682.1% | +154.5% |
| All | +1,077.0% | +3,814.3% | -2,737.3% | +154.5% |
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