+5,993.3%
FIX vs BG
+159.1%
+5,834.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -2.0% | +0.9% |
| 7D | +6.1% | +2.4% | +3.7% | +5.2% |
| 30D | -2.7% | +15.0% | -17.7% | -7.4% |
| 3M | -10.9% | -0.7% | -10.3% | -11.3% |
| 6M | +29.0% | +7.5% | +21.5% | +24.3% |
| YTD | +76.9% | +41.6% | +35.3% | +54.4% |
| 1Y | +130.7% | +50.7% | +80.1% | +95.4% |
| 3Y | +790.7% | +20.3% | +770.4% | +696.9% |
| 5Y | +2,185.6% | +85.2% | +2,100.3% | +1,508.4% |
| 10Y | +5,993.3% | +160.6% | +5,832.7% | +3,084.7% |
| All | +5,993.3% | +159.1% | +5,834.2% | +3,084.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling