+2,105.4%
FIX vs QLD
+121.5%
+1,983.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +6.0% | +0.6% | +5.5% | +5.7% |
| 30D | -7.2% | -0.1% | -7.1% | -7.2% |
| 3M | -15.9% | -8.4% | -7.5% | -11.7% |
| 6M | +12.7% | +32.2% | -19.5% | -2.1% |
| YTD | +72.8% | +28.9% | +43.9% | +52.1% |
| 1Y | +122.9% | +43.8% | +79.1% | +87.0% |
| 3Y | +774.3% | +176.6% | +597.7% | +462.6% |
| All | +2,105.4% | +121.5% | +1,983.9% | +1,357.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling