+1,049.0%
FIX vs BLK
+43.4%
+1,005.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.1% |
| 7D | -13.9% | +5.2% | -19.2% | -17.0% |
| 30D | -35.5% | +12.9% | -48.5% | -40.7% |
| 3M | -33.9% | +8.6% | -42.5% | -37.9% |
| 6M | -43.3% | +13.9% | -57.2% | -48.8% |
| YTD | +18.7% | +16.1% | +2.6% | +5.2% |
| 1Y | +13.8% | +15.3% | -1.5% | +1.3% |
| 3Y | +495.0% | +96.5% | +398.5% | +273.2% |
| 5Y | +1,049.0% | +43.8% | +1,005.2% | +760.4% |
| All | +1,049.0% | +43.4% | +1,005.6% | +760.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling