+525.2%
FIX vs NVD
-98.6%
+623.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.9% | -11.5% | +2.6% |
| 7D | -13.9% | +43.9% | -57.8% | -2.5% |
| 30D | -35.5% | +74.0% | -109.6% | -21.9% |
| 3M | -33.9% | +48.3% | -82.3% | -22.4% |
| 6M | -43.3% | +30.3% | -73.6% | -33.8% |
| YTD | +18.7% | -12.9% | +31.5% | +27.8% |
| 1Y | +13.8% | -4.0% | +17.7% | +27.7% |
| 3Y | +495.0% | -98.5% | +593.4% | +308.1% |
| All | +525.2% | -98.6% | +623.8% | +317.9% |
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