+222.6%
BAC vs FIX
+7,433.0%
-7,210.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -11.6% | +8.0% | -0.6% |
| 7D | -2.7% | -27.2% | +24.5% | +4.9% |
| 30D | -8.0% | -46.9% | +38.9% | +7.3% |
| 3M | -20.9% | -44.4% | +23.5% | -9.4% |
| 6M | -5.4% | -50.9% | +45.5% | +10.4% |
| YTD | -8.1% | +3.5% | -11.6% | -13.8% |
| 1Y | -3.1% | -2.1% | -1.0% | -8.2% |
| 3Y | +88.1% | +418.7% | -330.6% | +4.1% |
| 5Y | +19.7% | +894.6% | -874.8% | -46.1% |
| 10Y | +275.9% | +3,465.5% | -3,189.6% | +16.4% |
| All | +222.6% | +7,433.0% | -7,210.4% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling