+948.1%
FIX vs BAX
-63.7%
+1,011.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.4% |
| 7D | -17.5% | +12.1% | -29.6% | -18.9% |
| 30D | -41.6% | +7.6% | -49.2% | -42.3% |
| 3M | -40.6% | -4.5% | -36.1% | -40.3% |
| 6M | -49.4% | +52.0% | -101.4% | -53.3% |
| YTD | +9.2% | +35.1% | -26.0% | +2.0% |
| 1Y | +6.5% | +43.7% | -37.3% | -1.8% |
| 3Y | +448.7% | -20.9% | +469.7% | +450.1% |
| All | +948.1% | -63.7% | +1,011.8% | +1,129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling