+3,644.4%
FIX vs BAX
-34.5%
+3,678.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -13.9% | +3.6% | -17.6% | -14.8% |
| 30D | -35.5% | +8.5% | -44.0% | -37.1% |
| 3M | -33.9% | -4.9% | -29.1% | -33.4% |
| 6M | -43.3% | +47.0% | -90.3% | -49.9% |
| YTD | +18.7% | +38.4% | -19.8% | +5.3% |
| 1Y | +13.8% | +49.1% | -35.4% | -1.6% |
| 3Y | +495.0% | -14.9% | +509.8% | +483.9% |
| 5Y | +1,049.0% | -63.1% | +1,112.2% | +1,449.6% |
| 10Y | +3,644.4% | -35.6% | +3,680.0% | +4,557.9% |
| All | +3,644.4% | -34.5% | +3,678.9% | +4,557.9% |
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