+810.4%
FIX vs NVD
-99.2%
+909.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +1.5% |
| 7D | +6.0% | -11.1% | +17.1% | +2.6% |
| 30D | -7.2% | -13.3% | +6.0% | -10.0% |
| 3M | -15.9% | -19.8% | +4.0% | -18.2% |
| 6M | +12.7% | -48.8% | +61.5% | -1.2% |
| YTD | +72.8% | -49.7% | +122.4% | +53.1% |
| 1Y | +122.9% | -61.4% | +184.3% | +90.3% |
| 3Y | +774.3% | -99.1% | +873.5% | +384.4% |
| All | +810.4% | -99.2% | +909.6% | +400.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling