+14.4%
FIX vs BAX
+46.0%
-31.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.0% | -19.0% | -15.3% |
| 7D | -18.9% | +4.1% | -23.0% | -19.2% |
| 30D | -36.3% | +9.4% | -45.7% | -36.7% |
| 3M | -38.5% | -6.5% | -32.0% | -38.0% |
| 6M | -42.3% | +59.6% | -101.9% | -46.4% |
| YTD | +17.1% | +38.9% | -21.8% | +12.3% |
| 1Y | +14.4% | +48.0% | -33.6% | +9.1% |
| All | +14.4% | +46.0% | -31.7% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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