+12,031.5%
FIX vs BLK
+14,659.6%
-2,628.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.4% |
| 7D | +17.0% | +3.9% | +13.1% | +15.1% |
| 30D | -30.6% | +14.1% | -44.7% | -34.7% |
| 3M | -35.0% | +5.3% | -40.4% | -36.8% |
| 6M | -44.0% | +12.6% | -56.5% | -47.3% |
| YTD | +21.1% | +15.5% | +5.6% | +12.4% |
| 1Y | +16.3% | +13.6% | +2.7% | +8.7% |
| 3Y | +507.4% | +95.6% | +411.8% | +350.6% |
| 5Y | +1,052.1% | +41.4% | +1,010.7% | +870.7% |
| 10Y | +3,650.8% | +319.1% | +3,331.7% | +1,938.8% |
| All | +12,031.5% | +14,659.6% | -2,628.1% | +3,966.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling