+121.5%
FIX vs BNY
+59.3%
+62.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.2% | +6.3% |
| 7D | +5.0% | -1.3% | +6.3% | +6.0% |
| 30D | -2.7% | -0.2% | -2.5% | -2.6% |
| 3M | -8.2% | +14.9% | -23.2% | -17.6% |
| 6M | +20.3% | +40.0% | -19.7% | -7.0% |
| YTD | +81.4% | +42.0% | +39.4% | +34.6% |
| 1Y | +121.5% | +56.9% | +64.7% | +52.8% |
| All | +121.5% | +59.3% | +62.2% | +52.8% |
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