+21.9%
FIX vs QLD
+13.0%
+8.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.6% | +0.4% | +0.8% |
| 7D | +6.4% | -1.2% | +7.6% | +7.6% |
| 30D | -29.1% | -15.7% | -13.4% | -17.4% |
| 3M | -31.1% | -10.0% | -21.1% | -24.5% |
| 6M | -42.8% | -11.2% | -31.6% | -37.4% |
| YTD | +24.6% | +16.4% | +8.3% | +2.7% |
| 1Y | +21.9% | +12.7% | +9.3% | +4.4% |
| All | +21.9% | +13.0% | +8.9% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling