+1,049.0%
FIX vs NDAQ
+68.2%
+980.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | -13.9% | +2.9% | -16.8% | -14.9% |
| 30D | -35.5% | +17.5% | -53.0% | -39.7% |
| 3M | -33.9% | +15.4% | -49.4% | -37.9% |
| 6M | -43.3% | +24.6% | -67.9% | -49.2% |
| YTD | +18.7% | +14.4% | +4.2% | +10.0% |
| 1Y | +13.8% | +26.9% | -13.2% | -1.1% |
| 3Y | +495.0% | +119.8% | +375.1% | +287.2% |
| 5Y | +1,049.0% | +70.5% | +978.6% | +730.7% |
| All | +1,049.0% | +68.2% | +980.8% | +730.7% |
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