+3,800.0%
FIX vs BB
+33.0%
+3,766.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.5% | +3.9% | +8.5% |
| 7D | -7.2% | +15.0% | -22.2% | -9.5% |
| 30D | -35.1% | +3.5% | -38.6% | -35.7% |
| 3M | -34.3% | +2.7% | -36.9% | -34.9% |
| 6M | -42.9% | +44.7% | -87.7% | -47.2% |
| YTD | +19.5% | +143.3% | -123.8% | +0.9% |
| 1Y | +16.8% | +102.2% | -85.4% | +1.5% |
| 3Y | +506.7% | +156.1% | +350.6% | +390.6% |
| 5Y | +1,046.7% | -17.6% | +1,064.3% | +953.3% |
| 10Y | +3,800.0% | +29.0% | +3,771.0% | +2,643.7% |
| All | +3,800.0% | +33.0% | +3,766.9% | +2,643.7% |
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