+51,741.2%
FIX vs BG
+1,131.5%
+50,609.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +6.0% | +2.8% | +3.2% | +5.1% |
| 30D | -7.2% | +12.0% | -19.3% | -10.6% |
| 3M | -15.9% | -7.7% | -8.2% | -14.3% |
| 6M | +12.7% | +4.5% | +8.2% | +10.1% |
| YTD | +72.8% | +35.7% | +37.1% | +55.6% |
| 1Y | +122.9% | +50.1% | +72.8% | +93.1% |
| 3Y | +774.3% | +12.6% | +761.7% | +706.5% |
| 5Y | +2,049.5% | +75.4% | +1,974.0% | +1,578.2% |
| 10Y | +5,821.5% | +150.5% | +5,671.0% | +3,839.5% |
| All | +51,741.2% | +1,131.5% | +50,609.7% | +24,542.7% |
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