+494.2%
FIX vs BNY
+262.4%
+231.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.7% |
| 7D | +9.4% | +3.9% | +5.6% | +6.1% |
| 30D | -27.8% | +11.9% | -39.7% | -34.3% |
| 3M | -35.6% | -5.0% | -30.5% | -32.6% |
| 6M | -45.2% | +14.6% | -59.8% | -51.4% |
| YTD | +19.5% | +34.5% | -15.0% | -8.7% |
| 1Y | +24.2% | +40.6% | -16.4% | -8.8% |
| 3Y | +494.2% | +261.7% | +232.4% | +92.7% |
| All | +494.2% | +262.4% | +231.8% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling