+31.8%
BA vs FIX
+3,608.1%
-3,576.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | -1.3% |
| 7D | +1.1% | -17.5% | +18.5% | +6.7% |
| 30D | -7.9% | -41.6% | +33.6% | +8.6% |
| 3M | -25.3% | -40.6% | +15.3% | -13.1% |
| 6M | -24.6% | -49.4% | +24.8% | -8.7% |
| YTD | -20.1% | +9.2% | -29.3% | -29.0% |
| 1Y | -11.8% | +6.5% | -18.2% | -21.5% |
| 3Y | -10.1% | +448.7% | -458.9% | -66.1% |
| 5Y | -22.7% | +948.7% | -971.5% | -80.1% |
| All | +31.8% | +3,608.1% | -3,576.4% | -80.7% |
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