+16.3%
FIX vs NVD
-4.2%
+20.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +9.0% | -11.8% | +0.5% |
| 7D | +17.0% | +17.0% | 0.0% | +24.4% |
| 30D | -30.6% | +77.3% | -107.9% | -11.5% |
| 3M | -35.0% | +61.6% | -96.6% | -18.0% |
| 6M | -44.0% | +40.7% | -84.6% | -30.2% |
| YTD | +21.1% | -10.5% | +31.6% | +30.0% |
| 1Y | +16.3% | -6.1% | +22.4% | +28.3% |
| All | +16.3% | -4.2% | +20.5% | +28.3% |
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