+3,800.0%
FIX vs BAX
-35.6%
+3,835.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.4% | +7.0% | +8.8% |
| 7D | -7.2% | +9.0% | -16.3% | -9.3% |
| 30D | -35.1% | +8.5% | -43.6% | -36.7% |
| 3M | -34.3% | -4.1% | -30.2% | -33.9% |
| 6M | -42.9% | +46.9% | -89.9% | -49.6% |
| YTD | +19.5% | +38.4% | -18.9% | +6.0% |
| 1Y | +16.8% | +47.0% | -30.2% | +1.4% |
| 3Y | +506.7% | -14.9% | +521.6% | +495.5% |
| 5Y | +1,046.7% | -62.5% | +1,109.2% | +1,434.6% |
| 10Y | +3,800.0% | -33.9% | +3,833.9% | +4,646.8% |
| All | +3,800.0% | -35.6% | +3,835.6% | +4,646.8% |
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