+593.0%
BE vs FIX
+2,122.9%
-1,530.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.4% | -2.0% | -0.6% |
| 7D | -14.7% | -17.5% | +2.7% | -1.9% |
| 30D | -40.5% | -41.6% | +1.0% | -11.2% |
| 3M | -24.3% | -40.6% | +16.3% | +11.2% |
| 6M | -39.3% | -49.4% | +10.1% | +4.0% |
| YTD | +99.4% | +9.2% | +90.2% | +107.5% |
| 1Y | +26.6% | +6.5% | +20.1% | +36.9% |
| 3Y | +1,616.9% | +448.7% | +1,168.2% | +569.9% |
| 5Y | +441.4% | +948.7% | -507.3% | +38.0% |
| All | +593.0% | +2,122.9% | -1,530.0% | +1.7% |
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 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