+1,046.7%
FIX vs BP
+103.3%
+943.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.1% | +9.3% | +9.4% |
| 7D | -7.2% | -6.9% | -0.4% | -5.5% |
| 30D | -35.1% | -3.6% | -31.5% | -34.6% |
| 3M | -34.3% | +8.4% | -42.7% | -35.8% |
| 6M | -42.9% | +5.3% | -48.3% | -44.0% |
| YTD | +19.5% | +33.2% | -13.7% | +8.0% |
| 1Y | +16.8% | +28.2% | -11.4% | +6.7% |
| 3Y | +506.7% | +49.2% | +457.5% | +420.5% |
| 5Y | +1,046.7% | +102.9% | +943.8% | +744.2% |
| All | +1,046.7% | +103.3% | +943.4% | +744.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling