+14.5%
FIX vs BB
+100.0%
-85.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.5% | +3.9% | +8.2% |
| 7D | -7.2% | +15.0% | -22.2% | -10.1% |
| 30D | -35.1% | +3.5% | -38.6% | -35.6% |
| 3M | -34.3% | +2.7% | -36.9% | -34.8% |
| 6M | -42.9% | +44.7% | -87.7% | -45.6% |
| YTD | +19.5% | +143.3% | -123.8% | -1.1% |
| All | +14.5% | +100.0% | -85.5% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling