+12,471.5%
FIX vs BAX
+202.2%
+12,269.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | +6.0% | -1.1% | +7.2% | +6.4% |
| 30D | -7.2% | -5.5% | -1.8% | -5.9% |
| 3M | -15.9% | +33.5% | -49.4% | -23.8% |
| 6M | +12.7% | +35.9% | -23.1% | +1.3% |
| YTD | +72.8% | +35.4% | +37.4% | +53.8% |
| 1Y | +122.9% | +9.8% | +113.1% | +110.0% |
| 3Y | +774.3% | -32.7% | +807.1% | +824.8% |
| 5Y | +2,049.5% | -65.6% | +2,115.0% | +2,679.5% |
| 10Y | +5,821.5% | -34.9% | +5,856.4% | +6,060.2% |
| All | +12,471.5% | +202.2% | +12,269.3% | +7,882.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling