+4,547.5%
FIX vs FND
+66.0%
+4,481.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 3M | -15.9% | +2.7% | -18.6% | -17.9% |
| 6M | +12.7% | -21.7% | +34.4% | +18.9% |
| YTD | +72.8% | -17.5% | +90.3% | +77.7% |
| 1Y | +122.9% | -39.3% | +162.2% | +151.5% |
| 3Y | +774.3% | -49.8% | +824.1% | +908.7% |
| 5Y | +2,049.5% | -60.1% | +2,109.6% | +2,421.3% |
| All | +4,547.5% | +66.0% | +4,481.4% | +3,437.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling