+948.1%
FIX vs FND
-61.6%
+1,009.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.9% | +5.6% |
| 7D | -17.5% | +7.7% | -25.1% | -19.7% |
| 30D | -41.6% | +11.9% | -53.4% | -44.0% |
| 3M | -40.6% | -14.6% | -26.0% | -38.6% |
| 6M | -49.4% | +0.5% | -49.8% | -51.1% |
| YTD | +9.2% | -15.8% | +25.0% | +10.3% |
| 1Y | +6.5% | -12.9% | +19.4% | +6.1% |
| 3Y | +448.7% | -34.2% | +482.9% | +474.3% |
| All | +948.1% | -61.6% | +1,009.7% | +1,182.3% |
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 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