+737.9%
BE vs FIX
+2,437.8%
-1,699.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +5.0% | +7.9% | +9.2% |
| 7D | +4.5% | +6.4% | -1.9% | +0.9% |
| 30D | -20.1% | -29.1% | +8.9% | +3.8% |
| 3M | -0.8% | -31.1% | +30.3% | +31.4% |
| 6M | -26.2% | -42.8% | +16.6% | +15.8% |
| YTD | +141.1% | +24.6% | +116.4% | +128.6% |
| 1Y | +64.8% | +21.9% | +42.9% | +61.9% |
| 3Y | +1,887.4% | +524.9% | +1,362.5% | +607.9% |
| 5Y | +518.1% | +1,092.2% | -574.1% | +43.9% |
| All | +737.9% | +2,437.8% | -1,699.9% | +12.0% |
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 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