+3,459.3%
FIX vs QLD
+1,338.5%
+2,120.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -12.7% | +1.1% | -5.5% |
| 7D | -27.2% | -18.6% | -8.7% | -19.7% |
| 30D | -46.9% | -28.3% | -18.6% | -37.6% |
| 3M | -44.4% | -20.4% | -24.0% | -37.9% |
| 6M | -50.9% | -14.3% | -36.6% | -46.8% |
| YTD | +3.5% | +2.8% | +0.8% | +3.6% |
| 1Y | -2.1% | -1.2% | -0.9% | 0.0% |
| 3Y | +418.7% | +135.3% | +283.4% | +274.7% |
| 5Y | +894.6% | +62.6% | +832.0% | +673.2% |
| All | +3,459.3% | +1,338.5% | +2,120.8% | +992.5% |
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