+263.2%
BAC vs FIX
+3,608.1%
-3,344.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -2.4% |
| 7D | -1.2% | -17.5% | +16.3% | +3.8% |
| 30D | -7.7% | -41.6% | +33.9% | +7.5% |
| 3M | -21.2% | -40.6% | +19.4% | -9.4% |
| 6M | -6.8% | -49.4% | +42.5% | +10.7% |
| YTD | -8.7% | +9.2% | -17.9% | -18.7% |
| 1Y | -5.3% | +6.5% | -11.7% | -15.4% |
| 3Y | +87.4% | +448.7% | -361.3% | -24.7% |
| 5Y | +18.9% | +948.7% | -929.8% | -66.5% |
| All | +263.2% | +3,608.1% | -3,344.9% | -47.7% |
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