+387.2%
BE vs FIX
+933.9%
-546.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.8% | -6.8% | -7.9% |
| 7D | -14.7% | -17.5% | +2.7% | -0.3% |
| 30D | -40.5% | -41.6% | +1.0% | -6.5% |
| 3M | -24.3% | -40.6% | +16.3% | +16.7% |
| 6M | -39.3% | -49.4% | +10.1% | +11.0% |
| YTD | +99.4% | +9.2% | +90.2% | +107.3% |
| 1Y | +26.6% | +6.5% | +20.1% | +37.2% |
| 3Y | +1,616.9% | +448.7% | +1,168.2% | +493.9% |
| All | +387.2% | +933.9% | -546.7% | -13.6% |
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 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