+33.9%
TER vs FIX
+14.0%
+19.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +9.4% | +3.3% | +3.9% |
| 7D | -5.8% | -7.2% | +1.5% | -0.1% |
| 30D | -38.9% | -35.1% | -3.8% | -8.8% |
| 3M | -35.1% | -34.3% | -0.8% | -4.5% |
| 6M | -31.6% | -42.9% | +11.4% | +18.3% |
| YTD | +27.2% | +19.5% | +7.8% | +23.9% |
| All | +33.9% | +14.0% | +19.8% | +33.7% |
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