+1,052.1%
FIX vs BAX
-64.3%
+1,116.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.5% |
| 7D | +17.0% | +0.4% | +16.7% | +17.0% |
| 30D | -30.6% | +3.4% | -34.0% | -31.0% |
| 3M | -35.0% | -4.5% | -30.6% | -34.7% |
| 6M | -44.0% | +44.0% | -88.0% | -47.8% |
| YTD | +21.1% | +34.9% | -13.7% | +13.2% |
| 1Y | +16.3% | +37.9% | -21.7% | +8.1% |
| 3Y | +507.4% | -17.1% | +524.5% | +504.0% |
| 5Y | +1,052.1% | -64.3% | +1,116.3% | +1,256.0% |
| All | +1,052.1% | -64.3% | +1,116.4% | +1,256.0% |
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