+360.5%
BE vs FIX
+128.3%
+232.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.9% | +5.4% | +5.0% |
| 7D | +20.0% | +6.0% | +13.9% | +11.9% |
| 30D | +7.9% | -7.2% | +15.2% | +17.4% |
| 3M | -13.2% | -15.9% | +2.6% | +9.8% |
| 6M | +53.5% | +12.7% | +40.7% | +40.5% |
| YTD | +191.0% | +72.8% | +118.2% | +57.4% |
| 1Y | +360.5% | +122.9% | +237.6% | +106.7% |
| All | +360.5% | +128.3% | +232.3% | +106.7% |
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