+1,027.6%
FIX vs BB
-17.6%
+1,045.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.9% |
| 7D | +9.4% | +1.8% | +7.6% | +9.1% |
| 30D | -27.8% | +8.1% | -35.9% | -29.2% |
| 3M | -35.6% | -1.0% | -34.5% | -35.8% |
| 6M | -45.2% | +45.9% | -91.1% | -50.3% |
| YTD | +19.5% | +134.8% | -115.4% | -3.0% |
| 1Y | +24.2% | +104.6% | -80.4% | +3.5% |
| 3Y | +494.2% | +152.8% | +341.3% | +354.9% |
| All | +1,027.6% | -17.6% | +1,045.2% | +1,015.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling