+3,553.2%
FIX vs BP
+143.9%
+3,409.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | +9.4% | +3.8% | +5.6% | +7.8% |
| 30D | -27.8% | -5.3% | -22.5% | -26.2% |
| 3M | -35.6% | +9.3% | -44.8% | -38.2% |
| 6M | -45.2% | +7.2% | -52.4% | -47.5% |
| YTD | +19.5% | +38.0% | -18.6% | +1.1% |
| 1Y | +24.2% | +33.2% | -9.0% | +6.5% |
| 3Y | +494.2% | +50.3% | +443.9% | +370.8% |
| 5Y | +1,036.1% | +114.1% | +922.1% | +622.1% |
| All | +3,553.2% | +143.9% | +3,409.3% | +2,173.0% |
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