+1,774.3%
TER vs FIX
+12,471.5%
-10,697.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +4.8% |
| 7D | +0.6% | +6.0% | -5.4% | -1.4% |
| 30D | -8.3% | -7.2% | -1.0% | -5.7% |
| 3M | -12.2% | -15.9% | +3.6% | -5.3% |
| 6M | +17.1% | +12.7% | +4.3% | +15.8% |
| YTD | +84.7% | +72.8% | +11.9% | +60.1% |
| 1Y | +199.9% | +122.9% | +77.0% | +139.3% |
| 3Y | +232.8% | +774.3% | -541.6% | +66.9% |
| 5Y | +198.6% | +2,049.5% | -1,850.9% | +13.7% |
| 10Y | +1,669.7% | +5,821.5% | -4,151.7% | +373.9% |
| All | +1,774.3% | +12,471.5% | -10,697.2% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling