+122.9%
FIX vs BNY
+59.6%
+63.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +6.0% | +1.4% | +4.6% | +4.9% |
| 30D | -7.2% | +3.8% | -11.1% | -9.8% |
| 3M | -15.9% | +14.9% | -30.8% | -24.2% |
| 6M | +12.7% | +40.3% | -27.6% | -12.7% |
| YTD | +72.8% | +43.8% | +29.0% | +28.0% |
| 1Y | +122.9% | +58.9% | +64.0% | +53.8% |
| All | +122.9% | +59.6% | +63.3% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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