+701.6%
BE vs FIX
+2,284.2%
-1,582.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -15.1% | +8.7% | +4.7% |
| 7D | -12.1% | -18.9% | +6.8% | +1.9% |
| 30D | -30.1% | -36.3% | +6.2% | -2.8% |
| 3M | -12.1% | -38.5% | +26.4% | +25.0% |
| 6M | -30.6% | -42.3% | +11.7% | +7.7% |
| YTD | +130.6% | +17.1% | +113.5% | +126.6% |
| 1Y | +55.3% | +14.4% | +40.9% | +58.5% |
| 3Y | +1,755.6% | +486.7% | +1,268.9% | +584.7% |
| 5Y | +564.5% | +1,083.7% | -519.3% | +55.5% |
| All | +701.6% | +2,284.2% | -1,582.6% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling