+35,502.9%
FIX vs BG
+931.4%
+34,571.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.1% |
| 7D | -13.9% | +5.0% | -18.9% | -15.3% |
| 30D | -35.5% | -3.2% | -32.3% | -35.1% |
| 3M | -33.9% | -11.2% | -22.7% | -32.0% |
| 6M | -43.3% | -19.4% | -23.9% | -40.3% |
| YTD | +18.7% | +13.6% | +5.0% | +12.1% |
| 1Y | +13.8% | +7.3% | +6.5% | +9.2% |
| 3Y | +495.0% | +3.8% | +491.2% | +458.8% |
| 5Y | +1,049.0% | +23.2% | +1,025.9% | +897.8% |
| 10Y | +3,644.4% | +97.9% | +3,546.5% | +2,561.7% |
| All | +35,502.9% | +931.4% | +34,571.5% | +17,650.7% |
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 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