+111.9%
FIX vs BLK
-2.0%
+114.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | +0.7% | -5.2% | +5.8% | +3.1% |
| 30D | -5.7% | -7.0% | +1.3% | -2.8% |
| 3M | -7.4% | +5.7% | -13.1% | -11.1% |
| 6M | +15.1% | +11.0% | +4.1% | +7.1% |
| YTD | +70.7% | +0.9% | +69.8% | +64.0% |
| 1Y | +111.9% | -1.6% | +113.6% | +108.3% |
| All | +111.9% | -2.0% | +114.0% | +108.3% |
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