+831.9%
FIX vs NVD
-99.2%
+931.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.9% | -1.5% | +3.5% |
| 7D | +6.1% | -7.7% | +13.7% | +3.7% |
| 30D | -2.7% | -5.8% | +3.1% | -3.3% |
| 3M | -10.9% | -23.2% | +12.3% | -14.7% |
| 6M | +29.0% | -49.7% | +78.7% | +12.3% |
| YTD | +76.9% | -47.7% | +124.6% | +58.5% |
| 1Y | +130.7% | -61.3% | +192.1% | +96.9% |
| 3Y | +790.7% | -99.2% | +889.8% | +395.4% |
| All | +831.9% | -99.2% | +931.1% | +418.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling