+3,158.5%
FIX vs FND
+61.4%
+3,097.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | -1.5% |
| 7D | +17.0% | -5.1% | +22.1% | +18.9% |
| 30D | -30.6% | +9.2% | -39.8% | -33.2% |
| 3M | -35.0% | -17.7% | -17.3% | -32.2% |
| 6M | -44.0% | +2.5% | -46.4% | -46.2% |
| YTD | +21.1% | -19.8% | +41.0% | +24.0% |
| 1Y | +16.3% | -22.7% | +38.9% | +20.2% |
| 3Y | +507.4% | -38.3% | +545.7% | +549.4% |
| 5Y | +1,052.1% | -63.0% | +1,115.0% | +1,270.4% |
| All | +3,158.5% | +61.4% | +3,097.1% | +2,367.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling