+7,843.3%
FIX vs BAX
+201.7%
+7,641.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.3% |
| 7D | -17.5% | +12.1% | -29.6% | -20.3% |
| 30D | -41.6% | +7.6% | -49.2% | -43.0% |
| 3M | -40.6% | -4.5% | -36.1% | -40.2% |
| 6M | -49.4% | +52.0% | -101.4% | -56.3% |
| YTD | +9.2% | +35.1% | -26.0% | -3.3% |
| 1Y | +6.5% | +43.7% | -37.3% | -7.8% |
| 3Y | +448.7% | -20.9% | +469.7% | +449.7% |
| 5Y | +948.7% | -63.5% | +1,012.3% | +1,224.8% |
| 10Y | +3,659.7% | -36.0% | +3,695.7% | +3,812.6% |
| All | +7,843.3% | +201.7% | +7,641.6% | +4,918.6% |
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