+6.5%
FIX vs BP
+31.5%
-25.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.4% |
| 7D | -17.5% | -11.6% | -5.8% | -18.0% |
| 30D | -41.6% | 0.0% | -41.6% | -41.5% |
| 3M | -40.6% | +6.7% | -47.3% | -40.3% |
| 6M | -49.4% | +2.2% | -51.5% | -48.8% |
| YTD | +9.2% | +33.0% | -23.8% | +3.3% |
| 1Y | +6.5% | +30.7% | -24.3% | +2.2% |
| All | +6.5% | +31.5% | -25.0% | +2.2% |
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