+11.3%
QQQ vs FIX
+17.6%
-6.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.3% |
| 7D | +6.4% | +17.0% | -10.7% | +2.7% |
| 30D | -7.5% | -30.6% | +23.1% | -0.7% |
| 3M | -4.8% | -35.0% | +30.2% | +3.3% |
| 6M | -2.5% | -44.0% | +41.5% | +8.5% |
| YTD | +12.4% | +21.1% | -8.7% | +5.6% |
| 1Y | +11.3% | +16.3% | -4.9% | +5.4% |
| All | +11.3% | +17.6% | -6.3% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling