+495.0%
FIX vs BAX
-15.3%
+510.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -13.9% | +3.6% | -17.6% | -14.4% |
| 30D | -35.5% | +8.5% | -44.0% | -36.3% |
| 3M | -33.9% | -4.9% | -29.1% | -33.5% |
| 6M | -43.3% | +47.0% | -90.3% | -47.2% |
| YTD | +18.7% | +38.4% | -19.8% | +10.6% |
| 1Y | +13.8% | +49.1% | -35.4% | +4.5% |
| 3Y | +495.0% | -14.9% | +509.8% | +467.2% |
| All | +495.0% | -15.3% | +510.3% | +467.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling