+71.7%
TER vs FIX
+1,026.2%
-954.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -4.6% |
| 7D | +14.4% | +9.4% | +4.9% | +8.8% |
| 30D | -30.6% | -27.8% | -2.8% | -16.1% |
| 3M | -39.2% | -35.6% | -3.6% | -21.1% |
| 6M | -31.3% | -45.2% | +14.0% | -0.4% |
| YTD | +29.1% | +19.5% | +9.6% | +29.5% |
| 1Y | +47.4% | +24.2% | +23.2% | +45.2% |
| 3Y | +191.2% | +494.2% | -302.9% | +21.7% |
| All | +71.7% | +1,026.2% | -954.6% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling