+420.4%
FIX vs QLD
+134.4%
+286.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -12.7% | +1.1% | -1.6% |
| 7D | -27.2% | -18.6% | -8.7% | -14.7% |
| 30D | -46.9% | -28.3% | -18.6% | -31.2% |
| 3M | -44.4% | -20.4% | -24.0% | -33.7% |
| 6M | -50.9% | -14.3% | -36.6% | -44.9% |
| YTD | +3.5% | +2.8% | +0.8% | +1.1% |
| 1Y | -2.1% | -1.2% | -0.9% | -1.3% |
| All | +420.4% | +134.4% | +286.0% | +199.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling