-44.4%
FIX vs BAX
-9.0%
-35.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.2% | -8.4% | -12.2% |
| 7D | -27.2% | +9.1% | -36.4% | -25.5% |
| 30D | -46.9% | +5.3% | -52.2% | -45.5% |
| 3M | -44.4% | -6.1% | -38.3% | -49.2% |
| All | -44.4% | -9.0% | -35.4% | -49.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling