+420.4%
FIX vs BP
+43.3%
+377.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.0% | -9.6% | -11.3% |
| 7D | -27.2% | -11.2% | -16.0% | -25.9% |
| 30D | -46.9% | -0.7% | -46.2% | -46.9% |
| 3M | -44.4% | +9.8% | -54.2% | -45.4% |
| 6M | -50.9% | -1.6% | -49.3% | -50.7% |
| YTD | +3.5% | +33.5% | -29.9% | -5.2% |
| 1Y | -2.1% | +31.7% | -33.8% | -10.1% |
| All | +420.4% | +43.3% | +377.1% | +365.0% |
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 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