+8,592.5%
FIX vs BNY
+1,144.2%
+7,448.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | +9.4% | +3.9% | +5.6% | +7.8% |
| 30D | -27.8% | +11.9% | -39.7% | -31.1% |
| 3M | -35.6% | -5.0% | -30.5% | -34.1% |
| 6M | -45.2% | +14.6% | -59.8% | -48.2% |
| YTD | +19.5% | +34.5% | -15.0% | +5.7% |
| 1Y | +24.2% | +40.6% | -16.4% | +7.9% |
| 3Y | +494.2% | +261.7% | +232.4% | +254.1% |
| 5Y | +1,036.1% | +192.3% | +843.8% | +630.2% |
| 10Y | +3,599.0% | +324.0% | +3,275.0% | +1,943.6% |
| All | +8,592.5% | +1,144.2% | +7,448.2% | +2,831.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling