+461.4%
BE vs FIX
+1,045.2%
-583.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -3.8% |
| 7D | -13.4% | -13.9% | +0.6% | -2.0% |
| 30D | -33.9% | -35.5% | +1.6% | -4.1% |
| 3M | -12.0% | -33.9% | +22.0% | +24.6% |
| 6M | -29.0% | -43.3% | +14.3% | +18.6% |
| YTD | +113.4% | +18.7% | +94.7% | +107.6% |
| 1Y | +33.2% | +13.8% | +19.4% | +36.6% |
| 3Y | +1,659.2% | +495.0% | +1,164.2% | +471.6% |
| 5Y | +461.4% | +1,049.0% | -587.7% | -7.0% |
| All | +461.4% | +1,045.2% | -583.8% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling