+710.1%
BX vs FIX
+4,032.2%
-3,322.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.4% | -5.6% | +0.8% |
| 7D | +3.3% | -7.2% | +10.5% | +4.4% |
| 30D | +9.6% | -35.1% | +44.7% | +23.6% |
| 3M | -8.7% | -34.3% | +25.6% | +1.7% |
| 6M | +2.2% | -42.9% | +45.1% | +17.2% |
| YTD | -16.2% | +19.5% | -35.7% | -28.6% |
| 1Y | -11.5% | +16.8% | -28.3% | -24.5% |
| 3Y | +41.0% | +506.7% | -465.7% | -44.8% |
| 5Y | +1.1% | +1,046.7% | -1,045.6% | -70.5% |
| 10Y | +710.1% | +3,800.0% | -3,089.9% | +44.9% |
| All | +710.1% | +4,032.2% | -3,322.1% | +44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling