+1,083.7%
FIX vs QLD
+90.1%
+993.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.9% | -17.0% | -16.1% |
| 7D | -18.9% | -9.4% | -9.5% | -14.5% |
| 30D | -36.3% | -17.1% | -19.2% | -29.3% |
| 3M | -38.5% | -10.4% | -28.1% | -34.6% |
| 6M | -42.3% | +0.7% | -43.0% | -42.2% |
| YTD | +17.1% | +17.7% | -0.6% | +8.3% |
| 1Y | +14.4% | +14.7% | -0.3% | +7.6% |
| 3Y | +486.7% | +169.6% | +317.0% | +289.0% |
| 5Y | +1,083.7% | +86.7% | +997.1% | +749.3% |
| All | +1,083.7% | +90.1% | +993.6% | +749.3% |
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