+967.7%
BX vs FIX
+14,159.2%
-13,191.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.9% |
| 7D | -4.4% | +6.0% | -10.4% | -6.6% |
| 30D | +0.1% | -7.2% | +7.3% | +2.4% |
| 3M | +16.0% | -15.9% | +31.9% | +20.9% |
| 6M | +21.6% | +12.7% | +8.9% | +10.4% |
| YTD | -8.9% | +72.8% | -81.7% | -31.9% |
| 1Y | -16.6% | +122.9% | -139.5% | -45.6% |
| 3Y | +43.3% | +774.3% | -731.0% | -53.7% |
| 5Y | +25.7% | +2,049.5% | -2,023.8% | -73.2% |
| 10Y | +689.5% | +5,821.5% | -5,132.0% | -6.8% |
| All | +967.7% | +14,159.2% | -13,191.5% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling