-19.6%
BX vs FIX
+132.0%
-151.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.8% |
| 7D | -2.0% | +6.1% | -8.0% | -2.4% |
| 30D | -2.3% | -2.7% | +0.4% | -2.3% |
| 3M | +18.5% | -10.9% | +29.5% | +18.9% |
| 6M | +23.7% | +29.0% | -5.3% | +19.7% |
| YTD | -10.4% | +76.9% | -87.2% | -15.5% |
| 1Y | -19.6% | +130.7% | -150.3% | -28.5% |
| All | -19.6% | +132.0% | -151.6% | -28.5% |
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