+50.4%
TER vs FIX
+929.6%
-879.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -11.6% | -3.7% | -8.3% |
| 7D | -28.2% | -27.2% | -0.9% | -13.3% |
| 30D | -50.6% | -46.9% | -3.6% | -28.4% |
| 3M | -45.3% | -44.4% | -0.9% | -22.7% |
| 6M | -40.4% | -50.9% | +10.5% | -7.6% |
| YTD | +10.0% | +3.5% | +6.5% | +19.9% |
| 1Y | +13.6% | -2.1% | +15.7% | +26.8% |
| 3Y | +145.2% | +418.7% | -273.5% | +10.7% |
| 5Y | +50.4% | +894.6% | -844.2% | -57.9% |
| All | +50.4% | +929.6% | -879.2% | -57.9% |
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