+73.5%
BA vs FIX
+5,813.3%
-5,739.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.2% |
| 7D | +1.2% | +6.0% | -4.9% | -0.9% |
| 30D | -11.6% | -7.2% | -4.4% | -9.7% |
| 3M | -2.4% | -15.9% | +13.5% | +1.8% |
| 6M | -6.6% | +12.7% | -19.4% | -13.6% |
| YTD | -2.2% | +72.8% | -75.0% | -23.6% |
| 1Y | -8.0% | +122.9% | -130.9% | -36.3% |
| 3Y | -5.0% | +774.3% | -779.3% | -68.2% |
| 5Y | -2.7% | +2,049.5% | -2,052.2% | -80.1% |
| All | +73.5% | +5,813.3% | -5,739.8% | -75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling