+21.9%
FIX vs NDAQ
+26.4%
-4.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +4.9% |
| 7D | +6.4% | 0.0% | +6.5% | +6.3% |
| 30D | -29.1% | +16.3% | -45.4% | -25.6% |
| 3M | -31.1% | +15.8% | -47.0% | -27.8% |
| 6M | -42.8% | +24.8% | -67.6% | -38.3% |
| YTD | +24.6% | +14.1% | +10.6% | +34.2% |
| 1Y | +21.9% | +26.5% | -4.6% | +12.8% |
| All | +21.9% | +26.4% | -4.5% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling