+1,683.6%
BE vs FIX
+503.8%
+1,179.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +9.4% | +2.5% | +3.6% |
| 7D | -1.2% | -7.2% | +6.0% | +5.2% |
| 30D | -30.9% | -35.1% | +4.2% | +1.4% |
| 3M | -11.6% | -34.3% | +22.7% | +27.5% |
| 6M | -25.7% | -42.9% | +17.2% | +25.8% |
| YTD | +123.1% | +19.5% | +103.7% | +116.9% |
| 1Y | +43.4% | +16.8% | +26.6% | +45.2% |
| 3Y | +1,683.6% | +506.7% | +1,176.9% | +479.9% |
| All | +1,683.6% | +503.8% | +1,179.9% | +479.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling