+151.8%
TER vs FIX
+448.6%
-296.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.9% | -0.8% |
| 7D | -20.5% | -17.5% | -3.0% | -10.8% |
| 30D | -47.0% | -41.6% | -5.4% | -26.8% |
| 3M | -43.3% | -40.6% | -2.7% | -22.2% |
| 6M | -42.9% | -49.4% | +6.5% | -12.4% |
| YTD | +12.9% | +9.2% | +3.7% | +21.8% |
| 1Y | +18.2% | +6.5% | +11.7% | +28.8% |
| 3Y | +151.8% | +448.7% | -296.9% | +23.1% |
| All | +151.8% | +448.6% | -296.8% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling