+5,892.0%
FIX vs QLD
+1,646.9%
+4,245.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +6.0% | +0.6% | +5.5% | +5.7% |
| 30D | -7.2% | -0.1% | -7.1% | -7.2% |
| 3M | -15.9% | -8.4% | -7.5% | -12.1% |
| 6M | +12.7% | +32.2% | -19.5% | -0.1% |
| YTD | +72.8% | +28.9% | +43.9% | +54.9% |
| 1Y | +122.9% | +43.8% | +79.1% | +91.5% |
| 3Y | +774.3% | +176.6% | +597.7% | +479.6% |
| 5Y | +2,049.5% | +121.6% | +1,927.9% | +1,348.8% |
| All | +5,892.0% | +1,646.9% | +4,245.1% | +1,645.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling