+33.6%
TER vs FIX
+13.3%
+20.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | +0.4% |
| 7D | -8.9% | -13.9% | +5.1% | +4.0% |
| 30D | -39.1% | -35.5% | -3.5% | -8.4% |
| 3M | -32.8% | -33.9% | +1.2% | -1.6% |
| 6M | -31.7% | -43.3% | +11.6% | +18.7% |
| YTD | +26.9% | +18.7% | +8.3% | +24.3% |
| 1Y | +33.6% | +13.8% | +19.8% | +34.2% |
| All | +33.6% | +13.3% | +20.3% | +34.2% |
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