+41,804.9%
FIX vs NDAQ
+2,327.9%
+39,477.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.6% |
| 7D | +6.0% | -2.4% | +8.5% | +6.9% |
| 30D | -7.2% | +2.5% | -9.7% | -8.1% |
| 3M | -15.9% | +9.9% | -25.8% | -19.4% |
| 6M | +12.7% | +9.4% | +3.3% | +7.5% |
| YTD | +72.8% | +0.4% | +72.4% | +68.9% |
| 1Y | +122.9% | +4.0% | +118.9% | +114.7% |
| 3Y | +774.3% | +94.4% | +679.9% | +577.6% |
| 5Y | +2,049.5% | +56.7% | +1,992.8% | +1,684.3% |
| 10Y | +5,821.5% | +375.3% | +5,446.2% | +3,336.6% |
| All | +41,804.9% | +2,327.9% | +39,477.0% | +17,152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling