+96.6%
QQQ vs FIX
+765.6%
-669.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.3% |
| 7D | +0.4% | +6.0% | -5.7% | -1.0% |
| 30D | +0.2% | -7.2% | +7.5% | +1.7% |
| 3M | -2.8% | -15.9% | +13.0% | +0.3% |
| 6M | +18.0% | +12.7% | +5.3% | +13.3% |
| YTD | +17.3% | +72.8% | -55.5% | +2.0% |
| 1Y | +25.6% | +122.9% | -97.3% | +2.2% |
| All | +96.6% | +765.6% | -669.0% | +17.5% |
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