+5,892.0%
FIX vs BP
+123.0%
+5,768.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +6.0% | +3.9% | +2.1% | +4.3% |
| 30D | -7.2% | +7.6% | -14.9% | -10.2% |
| 3M | -15.9% | +0.7% | -16.6% | -16.7% |
| 6M | +12.7% | +15.5% | -2.7% | +3.8% |
| YTD | +72.8% | +30.8% | +42.0% | +50.1% |
| 1Y | +122.9% | +34.3% | +88.6% | +90.5% |
| 3Y | +774.3% | +35.1% | +739.3% | +627.7% |
| 5Y | +2,049.5% | +126.8% | +1,922.6% | +1,221.9% |
| All | +5,892.0% | +123.0% | +5,768.9% | +3,651.6% |
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