+128.1%
FIX vs FND
-45.4%
+173.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | +3.5% | -0.8% | +4.3% | +3.6% |
| 30D | -3.5% | -19.6% | +16.1% | -0.2% |
| 3M | -11.8% | -4.3% | -7.4% | -12.9% |
| 6M | +17.8% | -20.4% | +38.2% | +21.5% |
| YTD | +73.3% | -21.9% | +95.2% | +75.1% |
| 1Y | +128.1% | -45.2% | +173.3% | +159.0% |
| All | +128.1% | -45.4% | +173.5% | +159.0% |
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