+11,782.9%
FIX vs BLK
+14,726.8%
-2,943.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -13.9% | +5.2% | -19.2% | -16.1% |
| 30D | -35.5% | +12.9% | -48.5% | -39.1% |
| 3M | -33.9% | +8.6% | -42.5% | -36.6% |
| 6M | -43.3% | +13.9% | -57.2% | -47.0% |
| YTD | +18.7% | +16.1% | +2.6% | +9.9% |
| 1Y | +13.8% | +15.3% | -1.5% | +5.7% |
| 3Y | +495.0% | +96.5% | +398.5% | +340.4% |
| 5Y | +1,049.0% | +43.8% | +1,005.2% | +860.9% |
| 10Y | +3,644.4% | +316.8% | +3,327.7% | +1,938.4% |
| All | +11,782.9% | +14,726.8% | -2,943.8% | +3,874.5% |
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