+3,800.0%
FIX vs BP
+132.1%
+3,667.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.1% | +9.3% | +9.4% |
| 7D | -7.2% | -6.9% | -0.4% | -4.2% |
| 30D | -35.1% | -3.6% | -31.5% | -34.3% |
| 3M | -34.3% | +8.4% | -42.7% | -36.8% |
| 6M | -42.9% | +5.3% | -48.3% | -44.9% |
| YTD | +19.5% | +33.2% | -13.7% | +2.6% |
| 1Y | +16.8% | +28.2% | -11.4% | +1.7% |
| 3Y | +506.7% | +49.2% | +457.5% | +381.4% |
| 5Y | +1,046.7% | +102.9% | +943.8% | +647.1% |
| 10Y | +3,800.0% | +127.7% | +3,672.3% | +2,388.0% |
| All | +3,800.0% | +132.1% | +3,667.8% | +2,388.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling