+668.7%
BX vs FIX
+5,928.8%
-5,260.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.6% | -3.0% |
| 7D | -5.7% | +3.5% | -9.2% | -6.8% |
| 30D | -8.9% | -3.5% | -5.4% | -8.3% |
| 3M | +8.4% | -11.8% | +20.2% | +10.5% |
| 6M | +18.9% | +17.8% | +1.1% | +8.0% |
| YTD | -13.6% | +73.3% | -86.9% | -32.9% |
| 1Y | -22.4% | +128.1% | -150.5% | -47.0% |
| 3Y | +26.0% | +772.7% | -746.6% | -54.2% |
| 5Y | +18.8% | +2,166.4% | -2,147.7% | -70.9% |
| 10Y | +668.7% | +6,034.5% | -5,365.7% | +38.0% |
| All | +668.7% | +5,928.8% | -5,260.1% | +38.0% |
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 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