+3,553.2%
FIX vs BG
+111.0%
+3,442.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.9% |
| 7D | +9.4% | +2.6% | +6.9% | +8.6% |
| 30D | -27.8% | -6.7% | -21.1% | -26.3% |
| 3M | -35.6% | -9.3% | -26.3% | -33.9% |
| 6M | -45.2% | -18.3% | -26.9% | -42.2% |
| YTD | +19.5% | +16.2% | +3.3% | +10.6% |
| 1Y | +24.2% | +7.6% | +16.6% | +18.1% |
| 3Y | +494.2% | +6.6% | +487.6% | +446.3% |
| 5Y | +1,036.1% | +22.2% | +1,013.9% | +841.3% |
| All | +3,553.2% | +111.0% | +3,442.2% | +1,908.3% |
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