+2,105.4%
FIX vs FND
-60.2%
+2,165.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.4% |
| 7D | +6.0% | -5.2% | +11.3% | +7.6% |
| 30D | -7.2% | -19.9% | +12.6% | -1.2% |
| 3M | -15.9% | +2.7% | -18.6% | -18.0% |
| 6M | +12.7% | -21.7% | +34.4% | +19.0% |
| YTD | +72.8% | -17.5% | +90.3% | +77.6% |
| 1Y | +122.9% | -39.3% | +162.2% | +152.2% |
| 3Y | +774.3% | -49.8% | +824.1% | +908.0% |
| All | +2,105.4% | -60.2% | +2,165.6% | +2,405.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling