+641.7%
BE vs FIX
+2,316.1%
-1,674.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -3.9% |
| 7D | -13.4% | -13.9% | +0.6% | -3.3% |
| 30D | -33.9% | -35.5% | +1.6% | -8.1% |
| 3M | -12.0% | -33.9% | +22.0% | +19.9% |
| 6M | -29.0% | -43.3% | +14.3% | +12.3% |
| YTD | +113.4% | +18.7% | +94.7% | +109.3% |
| 1Y | +33.2% | +13.8% | +19.4% | +37.1% |
| 3Y | +1,659.2% | +495.0% | +1,164.2% | +548.1% |
| 5Y | +461.4% | +1,049.0% | -587.7% | +34.2% |
| All | +641.7% | +2,316.1% | -1,674.4% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling