+2,185.6%
FIX vs BG
+84.8%
+2,100.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -2.0% | +1.7% |
| 7D | +6.1% | +2.4% | +3.7% | +5.6% |
| 30D | -2.7% | +15.0% | -17.7% | -5.0% |
| 3M | -10.9% | -0.7% | -10.3% | -11.0% |
| 6M | +29.0% | +7.5% | +21.5% | +26.8% |
| YTD | +76.9% | +41.6% | +35.3% | +65.7% |
| 1Y | +130.7% | +50.7% | +80.1% | +113.2% |
| 3Y | +790.7% | +20.3% | +770.4% | +757.2% |
| 5Y | +2,185.6% | +85.2% | +2,100.3% | +1,685.4% |
| All | +2,185.6% | +84.8% | +2,100.8% | +1,685.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling