+3,644.4%
FIX vs BP
+124.7%
+3,519.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -13.9% | -6.3% | -7.6% | -11.3% |
| 30D | -35.5% | -3.6% | -31.9% | -34.7% |
| 3M | -33.9% | +5.2% | -39.2% | -35.6% |
| 6M | -43.3% | +5.3% | -48.6% | -45.3% |
| YTD | +18.7% | +33.1% | -14.5% | +1.9% |
| 1Y | +13.8% | +26.3% | -12.5% | -0.2% |
| 3Y | +495.0% | +47.5% | +447.4% | +374.7% |
| 5Y | +1,049.0% | +106.2% | +942.9% | +642.4% |
| 10Y | +3,644.4% | +127.0% | +3,517.5% | +2,280.0% |
| All | +3,644.4% | +124.7% | +3,519.7% | +2,280.0% |
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