+1,052.1%
FIX vs BB
-14.0%
+1,066.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -2.2% |
| 7D | +17.0% | +9.0% | +8.0% | +15.0% |
| 30D | -30.6% | +7.7% | -38.3% | -31.9% |
| 3M | -35.0% | +4.0% | -39.0% | -36.0% |
| 6M | -44.0% | +46.6% | -90.6% | -49.3% |
| YTD | +21.1% | +140.6% | -119.5% | -2.2% |
| 1Y | +16.3% | +103.1% | -86.9% | -3.0% |
| 3Y | +507.4% | +150.5% | +356.8% | +365.6% |
| 5Y | +1,052.1% | -15.4% | +1,067.5% | +1,034.4% |
| All | +1,052.1% | -14.0% | +1,066.1% | +1,034.4% |
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