+18.0%
BAC vs FIX
+933.9%
-915.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -1.7% |
| 7D | -1.2% | -17.5% | +16.3% | +1.7% |
| 30D | -7.7% | -41.6% | +33.9% | +1.1% |
| 3M | -21.2% | -40.6% | +19.4% | -14.3% |
| 6M | -6.8% | -49.4% | +42.5% | +3.5% |
| YTD | -8.7% | +9.2% | -17.9% | -15.2% |
| 1Y | -5.3% | +6.5% | -11.7% | -11.8% |
| 3Y | +87.4% | +448.7% | -361.3% | +0.3% |
| All | +18.0% | +933.9% | -915.9% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling