+21.9%
FIX vs FND
-14.8%
+36.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.8% | +5.1% |
| 7D | +6.4% | -4.4% | +10.8% | +6.6% |
| 30D | -29.1% | +14.5% | -43.6% | -29.7% |
| 3M | -31.1% | -15.6% | -15.5% | -28.9% |
| 6M | -42.8% | +4.7% | -47.5% | -43.7% |
| YTD | +24.6% | -16.1% | +40.8% | +22.6% |
| 1Y | +21.9% | -16.0% | +38.0% | +20.1% |
| All | +21.9% | -14.8% | +36.8% | +20.1% |
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