+6,989.9%
FIX vs BB
+290.1%
+6,699.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.5% | -7.1% | -11.0% |
| 7D | -27.2% | -8.9% | -18.3% | -26.4% |
| 30D | -46.9% | -12.6% | -34.3% | -46.1% |
| 3M | -44.4% | -4.1% | -40.3% | -44.4% |
| 6M | -50.9% | +49.5% | -100.4% | -53.9% |
| YTD | +3.5% | +120.8% | -117.3% | -7.5% |
| 1Y | -2.1% | +76.2% | -78.3% | -10.3% |
| 3Y | +418.7% | +123.8% | +294.9% | +350.1% |
| 5Y | +894.6% | -24.3% | +918.8% | +851.3% |
| 10Y | +3,465.5% | +20.1% | +3,445.4% | +2,814.5% |
| All | +6,989.9% | +290.1% | +6,699.8% | +4,980.7% |
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