+7,433.0%
FIX vs BP
+360.5%
+7,072.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.0% | -9.6% | -10.8% |
| 7D | -27.2% | -11.2% | -16.0% | -23.4% |
| 30D | -46.9% | -0.7% | -46.2% | -46.9% |
| 3M | -44.4% | +9.8% | -54.2% | -46.8% |
| 6M | -50.9% | -1.6% | -49.3% | -51.3% |
| YTD | +3.5% | +33.5% | -29.9% | -10.7% |
| 1Y | -2.1% | +31.7% | -33.8% | -15.4% |
| 3Y | +418.7% | +45.1% | +373.6% | +320.8% |
| 5Y | +894.6% | +105.9% | +788.6% | +568.2% |
| 10Y | +3,465.5% | +134.4% | +3,331.1% | +2,049.9% |
| All | +7,433.0% | +360.5% | +7,072.5% | +3,154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling