+2,199.0%
FIX vs BNY
+250.0%
+1,949.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | +3.5% | +0.3% | +3.2% | +3.3% |
| 30D | -3.5% | +1.9% | -5.4% | -4.9% |
| 3M | -11.8% | +13.9% | -25.7% | -19.6% |
| 6M | +17.8% | +42.3% | -24.5% | -8.2% |
| YTD | +73.3% | +41.8% | +31.5% | +34.6% |
| 1Y | +128.1% | +57.9% | +70.2% | +64.4% |
| 3Y | +772.7% | +290.7% | +481.9% | +256.8% |
| All | +2,199.0% | +250.0% | +1,949.0% | +840.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling