+84.5%
BKR vs FIX
+764.7%
-680.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.1% |
| 7D | -1.5% | +3.5% | -5.1% | -2.2% |
| 30D | -0.7% | -3.5% | +2.8% | -0.2% |
| 3M | +0.5% | -11.8% | +12.3% | +1.9% |
| 6M | +6.6% | +17.8% | -11.2% | +1.8% |
| YTD | +41.3% | +73.3% | -32.0% | +24.4% |
| 1Y | +42.2% | +128.1% | -85.9% | +16.8% |
| All | +84.5% | +764.7% | -680.2% | +20.1% |
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