+494.2%
FIX vs NVD
-98.4%
+592.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -0.2% |
| 7D | +9.4% | +28.6% | -19.2% | +18.5% |
| 30D | -27.8% | +73.6% | -101.4% | -12.1% |
| 3M | -35.6% | +70.1% | -105.6% | -20.8% |
| 6M | -45.2% | +53.6% | -98.8% | -32.5% |
| YTD | +19.5% | -7.0% | +26.5% | +31.7% |
| 1Y | +24.2% | -9.0% | +33.2% | +37.7% |
| 3Y | +494.2% | -98.3% | +592.5% | +316.0% |
| All | +494.2% | -98.4% | +592.5% | +316.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling