+11,732.0%
FIX vs BB
+258.8%
+11,473.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | -5.6% | +11.7% | +6.8% |
| 30D | -7.2% | -11.8% | +4.6% | -5.9% |
| 3M | -15.9% | -25.5% | +9.7% | -13.1% |
| 6M | +12.7% | +121.3% | -108.5% | +1.1% |
| YTD | +72.8% | +103.2% | -30.4% | +56.5% |
| 1Y | +122.9% | +102.6% | +20.3% | +101.6% |
| 3Y | +774.3% | +37.5% | +736.8% | +702.2% |
| 5Y | +2,049.5% | -30.4% | +2,079.9% | +1,980.4% |
| 10Y | +5,821.5% | 0.0% | +5,821.5% | +4,857.9% |
| All | +11,732.0% | +258.8% | +11,473.1% | +8,498.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling