+122.9%
FIX vs NVD
-61.9%
+184.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +1.5% |
| 7D | +6.0% | -11.1% | +17.1% | +2.1% |
| 30D | -7.2% | -13.3% | +6.0% | -10.2% |
| 3M | -15.9% | -19.8% | +4.0% | -18.7% |
| 6M | +12.7% | -48.8% | +61.5% | -6.0% |
| YTD | +72.8% | -49.7% | +122.4% | +45.7% |
| 1Y | +122.9% | -61.4% | +184.3% | +73.8% |
| All | +122.9% | -61.9% | +184.8% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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