+233.0%
BAC vs FIX
+3,814.3%
-3,581.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.1% | -1.6% |
| 7D | -1.9% | +6.4% | -8.3% | -4.1% |
| 30D | -7.2% | -29.1% | +21.9% | +1.6% |
| 3M | -20.4% | -31.1% | +10.7% | -12.8% |
| 6M | +1.3% | -42.8% | +44.1% | +15.8% |
| YTD | -6.4% | +24.6% | -31.0% | -20.0% |
| 1Y | -3.5% | +21.9% | -25.5% | -17.4% |
| 3Y | +96.7% | +524.9% | -428.2% | -23.7% |
| 5Y | +20.6% | +1,092.2% | -1,071.6% | -67.1% |
| 10Y | +233.0% | +3,759.0% | -3,526.0% | -48.9% |
| All | +233.0% | +3,814.3% | -3,581.2% | -48.9% |
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 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