+3,553.2%
FIX vs BAX
-35.8%
+3,589.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +9.4% | +0.1% | +9.4% | +9.5% |
| 30D | -27.8% | +4.1% | -31.8% | -28.7% |
| 3M | -35.6% | -4.5% | -31.0% | -35.1% |
| 6M | -45.2% | +49.2% | -94.5% | -51.9% |
| YTD | +19.5% | +35.2% | -15.8% | +6.6% |
| 1Y | +24.2% | +38.3% | -14.1% | +9.8% |
| 3Y | +494.2% | -19.0% | +513.2% | +492.6% |
| 5Y | +1,036.1% | -64.2% | +1,100.3% | +1,450.5% |
| All | +3,553.2% | -35.8% | +3,589.0% | +4,347.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling