+83.3%
QQQ vs FIX
+503.5%
-420.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | +3.6% | +9.4% | -5.8% | +1.5% |
| 30D | -6.7% | -27.8% | +21.0% | -0.5% |
| 3M | -7.0% | -35.6% | +28.5% | +1.3% |
| 6M | -4.7% | -45.2% | +40.6% | +7.0% |
| YTD | +11.1% | +19.5% | -8.4% | +3.5% |
| 1Y | +12.3% | +24.2% | -12.0% | +3.4% |
| 3Y | +83.3% | +494.2% | -410.8% | +12.5% |
| All | +83.3% | +503.5% | -420.2% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling