+396.6%
BAC vs FIX
+5,813.3%
-5,416.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.7% |
| 7D | +1.1% | +6.0% | -4.9% | -0.8% |
| 30D | -0.4% | -7.2% | +6.8% | +1.5% |
| 3M | +16.9% | -15.9% | +32.8% | +21.0% |
| 6M | +26.6% | +12.7% | +13.9% | +17.3% |
| YTD | +15.8% | +72.8% | -57.0% | -8.5% |
| 1Y | +27.2% | +122.9% | -95.7% | -10.2% |
| 3Y | +132.4% | +774.3% | -641.9% | -16.3% |
| 5Y | +72.6% | +2,049.5% | -1,976.9% | -60.8% |
| All | +396.6% | +5,813.3% | -5,416.7% | -26.2% |
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