-4.7%
BAC vs FIX
+17.6%
-22.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.1% |
| 7D | +1.5% | +17.0% | -15.5% | +0.3% |
| 30D | -6.4% | -30.6% | +24.2% | -4.0% |
| 3M | -21.7% | -35.0% | +13.4% | -19.3% |
| 6M | +0.5% | -44.0% | +44.4% | +4.3% |
| YTD | -6.7% | +21.1% | -27.8% | -12.4% |
| 1Y | -4.7% | +16.3% | -20.9% | -10.4% |
| All | -4.7% | +17.6% | -22.3% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling