+17,202.7%
FIX vs BLK
+13,445.8%
+3,756.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.1% |
| 7D | +6.0% | -3.6% | +9.7% | +7.7% |
| 30D | -7.2% | -1.0% | -6.2% | -7.0% |
| 3M | -15.9% | +10.4% | -26.2% | -20.0% |
| 6M | +12.7% | +8.2% | +4.6% | +8.3% |
| YTD | +72.8% | +6.0% | +66.8% | +67.0% |
| 1Y | +122.9% | +3.3% | +119.6% | +117.6% |
| 3Y | +774.3% | +70.3% | +704.1% | +590.6% |
| 5Y | +2,049.5% | +34.5% | +2,015.0% | +1,759.2% |
| 10Y | +5,821.5% | +281.9% | +5,539.5% | +3,261.5% |
| All | +17,202.7% | +13,445.8% | +3,756.9% | +5,941.3% |
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 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