+14.4%
FIX vs BP
+35.3%
-20.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -4.2% | -10.9% | -15.2% |
| 7D | -18.9% | -8.4% | -10.5% | -19.3% |
| 30D | -36.3% | +2.2% | -38.5% | -36.2% |
| 3M | -38.5% | +8.8% | -47.3% | -38.2% |
| 6M | -42.3% | -0.5% | -41.8% | -41.7% |
| YTD | +17.1% | +36.2% | -19.1% | +10.3% |
| 1Y | +14.4% | +36.6% | -22.2% | +6.4% |
| All | +14.4% | +35.3% | -20.9% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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