+35,737.9%
FIX vs BG
+949.6%
+34,788.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.1% | +7.3% | +8.8% |
| 7D | -7.2% | +7.4% | -14.6% | -9.3% |
| 30D | -35.1% | -1.5% | -33.6% | -35.0% |
| 3M | -34.3% | -6.1% | -28.2% | -33.5% |
| 6M | -42.9% | -18.0% | -24.9% | -40.3% |
| YTD | +19.5% | +15.6% | +3.8% | +12.2% |
| 1Y | +16.8% | +9.6% | +7.2% | +11.4% |
| 3Y | +506.7% | +6.3% | +500.4% | +465.7% |
| 5Y | +1,046.7% | +24.6% | +1,022.1% | +892.6% |
| 10Y | +3,800.0% | +98.1% | +3,701.8% | +2,670.1% |
| All | +35,737.9% | +949.6% | +34,788.2% | +17,675.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling