-50.9%
FIX vs NDAQ
+18.6%
-69.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.6% | -9.0% | -13.0% |
| 7D | -27.2% | +1.2% | -28.4% | -26.5% |
| 30D | -46.9% | +15.8% | -62.7% | -42.3% |
| 3M | -44.4% | +13.4% | -57.8% | -40.1% |
| 6M | -50.9% | +20.9% | -71.8% | -43.6% |
| All | -50.9% | +18.6% | -69.5% | -43.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling