+777.0%
FIX vs QLD
+178.0%
+599.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +6.0% | +0.6% | +5.5% | +5.5% |
| 30D | -7.2% | -0.1% | -7.1% | -7.2% |
| 3M | -15.9% | -8.4% | -7.5% | -10.4% |
| 6M | +12.7% | +32.2% | -19.5% | -8.8% |
| YTD | +72.8% | +28.9% | +43.9% | +42.1% |
| 1Y | +122.9% | +43.8% | +79.1% | +70.6% |
| All | +777.0% | +178.0% | +599.0% | +349.0% |
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