+21.9%
BAC vs FIX
+1,049.0%
-1,027.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.4% | -7.1% | +0.6% |
| 7D | +2.0% | -7.2% | +9.2% | +2.7% |
| 30D | -6.9% | -35.1% | +28.2% | 0.0% |
| 3M | -19.6% | -34.3% | +14.7% | -14.2% |
| 6M | -0.5% | -42.9% | +42.5% | +8.1% |
| YTD | -6.6% | +19.5% | -26.1% | -14.7% |
| 1Y | -3.0% | +16.8% | -19.7% | -11.2% |
| 3Y | +97.3% | +506.7% | -409.4% | +3.5% |
| 5Y | +21.9% | +1,046.7% | -1,024.8% | -52.2% |
| All | +21.9% | +1,049.0% | -1,027.1% | -52.2% |
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 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