+25,010.1%
FIX vs NDAQ
+2,586.3%
+22,423.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.6% | -9.0% | -10.7% |
| 7D | -27.2% | +1.2% | -28.4% | -27.6% |
| 30D | -46.9% | +15.8% | -62.7% | -49.8% |
| 3M | -44.4% | +13.4% | -57.8% | -47.2% |
| 6M | -50.9% | +20.9% | -71.8% | -54.9% |
| YTD | +3.5% | +11.1% | -7.6% | -2.9% |
| 1Y | -2.1% | +26.5% | -28.6% | -12.4% |
| 3Y | +418.7% | +121.5% | +297.3% | +283.1% |
| 5Y | +894.6% | +61.3% | +833.2% | +712.5% |
| 10Y | +3,465.5% | +480.0% | +2,985.5% | +1,828.8% |
| All | +25,010.1% | +2,586.3% | +22,423.8% | +9,820.5% |
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