+28.6%
BKR vs FIX
+119.3%
-90.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.5% |
| 7D | -6.7% | +0.7% | -7.3% | -6.7% |
| 30D | -8.3% | -5.7% | -2.6% | -7.9% |
| 3M | -5.4% | -7.4% | +2.0% | -5.1% |
| 6M | +0.8% | +15.1% | -14.3% | -0.9% |
| YTD | +31.8% | +70.7% | -38.8% | +28.0% |
| 1Y | +28.6% | +111.9% | -83.4% | +28.2% |
| All | +28.6% | +119.3% | -90.8% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling