+3,653.2%
FIX vs QLD
+1,375.1%
+2,278.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.5% | +2.9% | +4.2% |
| 7D | -17.5% | -10.3% | -7.2% | -13.0% |
| 30D | -41.6% | -26.1% | -15.5% | -32.3% |
| 3M | -40.6% | -17.8% | -22.8% | -34.6% |
| 6M | -49.4% | -15.6% | -33.8% | -44.8% |
| YTD | +9.2% | +5.4% | +3.8% | +8.0% |
| 1Y | +6.5% | +5.2% | +1.2% | +5.7% |
| 3Y | +448.7% | +139.4% | +309.3% | +292.9% |
| 5Y | +948.7% | +66.7% | +882.0% | +706.0% |
| All | +3,653.2% | +1,375.1% | +2,278.1% | +1,038.7% |
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