+3,653.2%
FIX vs NDAQ
+475.8%
+3,177.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.2% | +5.3% |
| 7D | -17.5% | +0.8% | -18.3% | -18.0% |
| 30D | -41.6% | +16.5% | -58.1% | -46.7% |
| 3M | -40.6% | +13.5% | -54.1% | -45.2% |
| 6M | -49.4% | +20.9% | -70.3% | -55.8% |
| YTD | +9.2% | +11.4% | -2.2% | -1.6% |
| 1Y | +6.5% | +25.9% | -19.5% | -11.5% |
| 3Y | +448.7% | +119.9% | +328.9% | +219.2% |
| 5Y | +948.7% | +61.7% | +887.0% | +629.1% |
| All | +3,653.2% | +475.8% | +3,177.4% | +1,005.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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