+21.9%
FIX vs BP
+27.8%
-5.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.5% | +5.0% |
| 7D | +6.4% | -0.8% | +7.2% | +6.4% |
| 30D | -29.1% | -3.1% | -25.9% | -29.2% |
| 3M | -31.1% | +6.2% | -37.3% | -30.9% |
| 6M | -42.8% | +4.8% | -47.6% | -42.1% |
| YTD | +24.6% | +35.2% | -10.5% | +17.7% |
| 1Y | +21.9% | +27.4% | -5.5% | +19.8% |
| All | +21.9% | +27.8% | -5.9% | +19.8% |
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