+14.5%
FIX vs FND
-10.2%
+24.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.1% | +5.3% | +9.2% |
| 7D | -7.2% | +8.5% | -15.8% | -7.3% |
| 30D | -35.1% | +17.2% | -52.3% | -35.6% |
| 3M | -34.3% | -14.9% | -19.3% | -31.9% |
| 6M | -42.9% | +3.1% | -46.0% | -43.1% |
| YTD | +19.5% | -12.4% | +31.9% | +17.3% |
| All | +14.5% | -10.2% | +24.8% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling