+33.2%
BE vs FIX
+13.3%
+19.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -3.6% |
| 7D | -13.4% | -13.9% | +0.6% | +2.1% |
| 30D | -33.9% | -35.5% | +1.6% | +11.6% |
| 3M | -12.0% | -33.9% | +22.0% | +41.6% |
| 6M | -29.0% | -43.3% | +14.3% | +44.1% |
| YTD | +113.4% | +18.7% | +94.7% | +55.2% |
| 1Y | +33.2% | +13.8% | +19.4% | +5.9% |
| All | +33.2% | +13.3% | +19.9% | +5.9% |
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