+10,346.2%
FIX vs QLD
+8,245.8%
+2,100.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.9% | -17.0% | -16.0% |
| 7D | -18.9% | -9.4% | -9.5% | -14.9% |
| 30D | -36.3% | -17.1% | -19.2% | -29.9% |
| 3M | -38.5% | -10.4% | -28.1% | -35.0% |
| 6M | -42.3% | +0.7% | -43.0% | -42.2% |
| YTD | +17.1% | +17.7% | -0.6% | +8.9% |
| 1Y | +14.4% | +14.7% | -0.3% | +8.2% |
| 3Y | +486.7% | +169.6% | +317.0% | +272.2% |
| 5Y | +1,083.7% | +86.7% | +997.1% | +712.0% |
| 10Y | +3,932.4% | +1,600.8% | +2,331.7% | +660.0% |
| All | +10,346.2% | +8,245.8% | +2,100.4% | +511.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling