+15,314.4%
FIX vs QLD
+9,036.4%
+6,278.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.8% |
| 6M | +12.7% | +32.2% | -19.5% | -1.1% |
| YTD | +72.8% | +28.9% | +43.9% | +53.5% |
| 1Y | +122.9% | +43.8% | +79.1% | +88.8% |
| 3Y | +774.3% | +176.6% | +597.7% | +444.4% |
| 5Y | +2,049.5% | +121.6% | +1,927.9% | +1,251.3% |
| 10Y | +5,821.5% | +1,652.9% | +4,168.5% | +996.3% |
| All | +15,314.4% | +9,036.4% | +6,278.0% | +762.1% |
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 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