+2,105.4%
FIX vs NDAQ
+55.8%
+2,049.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.7% |
| 7D | +6.0% | -2.4% | +8.5% | +7.1% |
| 30D | -7.2% | +2.5% | -9.7% | -8.3% |
| 3M | -15.9% | +9.9% | -25.8% | -20.1% |
| 6M | +12.7% | +9.4% | +3.3% | +6.3% |
| YTD | +72.8% | +0.4% | +72.4% | +69.4% |
| 1Y | +122.9% | +4.0% | +118.9% | +113.1% |
| 3Y | +774.3% | +94.4% | +679.9% | +499.8% |
| All | +2,105.4% | +55.8% | +2,049.6% | +1,540.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling