+3,653.2%
FIX vs BB
+23.8%
+3,629.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.4% | +1.0% | +4.7% |
| 7D | -17.5% | +3.8% | -21.3% | -18.1% |
| 30D | -41.6% | -0.3% | -41.2% | -41.7% |
| 3M | -40.6% | -0.5% | -40.1% | -40.9% |
| 6M | -49.4% | +45.9% | -95.3% | -53.2% |
| YTD | +9.2% | +130.6% | -121.4% | -7.0% |
| 1Y | +6.5% | +89.2% | -82.7% | -6.5% |
| 3Y | +448.7% | +137.5% | +311.2% | +348.9% |
| 5Y | +948.7% | -20.9% | +969.6% | +870.0% |
| All | +3,653.2% | +23.8% | +3,629.4% | +2,598.3% |
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