+4,657.5%
FIX vs FND
+58.4%
+4,599.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +3.8% |
| 7D | +6.1% | +0.4% | +5.7% | +5.8% |
| 30D | -2.7% | -23.6% | +20.9% | +5.2% |
| 3M | -10.9% | +4.3% | -15.3% | -13.7% |
| 6M | +29.0% | -20.3% | +49.3% | +35.0% |
| YTD | +76.9% | -21.3% | +98.2% | +84.4% |
| 1Y | +130.7% | -45.4% | +176.1% | +169.2% |
| 3Y | +790.7% | -48.9% | +839.5% | +920.7% |
| 5Y | +2,185.6% | -61.0% | +2,246.6% | +2,598.0% |
| All | +4,657.5% | +58.4% | +4,599.1% | +3,570.7% |
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