+1,016.8%
TER vs FIX
+7,433.0%
-6,416.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -11.6% | -3.7% | -11.2% |
| 7D | -28.2% | -27.2% | -0.9% | -19.7% |
| 30D | -50.6% | -46.9% | -3.6% | -38.5% |
| 3M | -45.3% | -44.4% | -0.9% | -32.9% |
| 6M | -40.4% | -50.9% | +10.5% | -22.3% |
| YTD | +10.0% | +3.5% | +6.5% | +14.0% |
| 1Y | +13.6% | -2.1% | +15.7% | +19.8% |
| 3Y | +145.2% | +418.7% | -273.5% | +48.3% |
| 5Y | +50.4% | +894.6% | -844.2% | -26.1% |
| 10Y | +882.9% | +3,465.5% | -2,582.6% | +215.4% |
| All | +1,016.8% | +7,433.0% | -6,416.2% | +76.6% |
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