+111.9%
FIX vs NVD
-54.6%
+166.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -6.0% | -0.1% |
| 7D | +0.7% | +9.0% | -8.4% | +3.6% |
| 30D | -5.7% | -5.5% | -0.2% | -6.2% |
| 3M | -7.4% | -24.6% | +17.2% | -12.9% |
| 6M | +15.1% | -42.1% | +57.1% | -0.1% |
| YTD | +70.7% | -44.3% | +115.0% | +49.0% |
| 1Y | +111.9% | -54.2% | +166.1% | +76.6% |
| All | +111.9% | -54.6% | +166.5% | +76.6% |
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