-14.5%
BE vs FIX
-38.0%
+23.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -15.1% | +8.7% | +6.8% |
| 7D | -12.1% | -18.9% | +6.8% | +5.0% |
| 30D | -30.1% | -36.3% | +6.2% | +3.3% |
| All | -14.5% | -38.0% | +23.5% | +26.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling