+122.9%
FIX vs BLK
+3.3%
+119.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.1% |
| 7D | +6.0% | -3.6% | +9.7% | +7.8% |
| 30D | -7.2% | -1.0% | -6.2% | -7.2% |
| 3M | -15.9% | +10.4% | -26.2% | -20.7% |
| 6M | +12.7% | +8.2% | +4.6% | +6.5% |
| YTD | +72.8% | +6.0% | +66.8% | +62.3% |
| 1Y | +122.9% | +3.3% | +119.6% | +115.8% |
| All | +122.9% | +3.3% | +119.6% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling