+448.7%
FIX vs BP
+42.8%
+406.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.5% |
| 7D | -17.5% | -11.6% | -5.8% | -15.9% |
| 30D | -41.6% | 0.0% | -41.6% | -41.6% |
| 3M | -40.6% | +6.7% | -47.3% | -41.3% |
| 6M | -49.4% | +2.2% | -51.5% | -49.6% |
| YTD | +9.2% | +33.0% | -23.8% | 0.0% |
| 1Y | +6.5% | +30.7% | -24.3% | -2.1% |
| 3Y | +448.7% | +44.2% | +404.5% | +390.6% |
| All | +448.7% | +42.8% | +406.0% | +390.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling