+3,644.4%
FIX vs BB
+28.9%
+3,615.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -13.9% | +11.6% | -25.5% | -15.6% |
| 30D | -35.5% | +2.6% | -38.1% | -36.0% |
| 3M | -33.9% | +3.5% | -37.4% | -34.7% |
| 6M | -43.3% | +43.5% | -86.8% | -47.4% |
| YTD | +18.7% | +141.2% | -122.5% | +0.4% |
| 1Y | +13.8% | +97.4% | -83.6% | -0.7% |
| 3Y | +495.0% | +151.1% | +343.9% | +382.6% |
| 5Y | +1,049.0% | -12.8% | +1,061.8% | +948.0% |
| 10Y | +3,644.4% | +27.5% | +3,616.9% | +2,524.3% |
| All | +3,644.4% | +28.9% | +3,615.5% | +2,524.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling