+1,426.4%
QQQ vs FIX
+10,016.9%
-8,590.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -4.0% | +0.3% |
| 7D | -5.0% | -17.5% | +12.5% | -1.6% |
| 30D | -13.4% | -41.6% | +28.2% | -4.0% |
| 3M | -8.1% | -40.6% | +32.5% | +1.1% |
| 6M | -5.5% | -49.4% | +43.9% | +6.8% |
| YTD | +7.2% | +9.2% | -2.0% | +2.6% |
| 1Y | +7.8% | +6.5% | +1.3% | +3.4% |
| 3Y | +80.7% | +448.7% | -368.0% | +18.9% |
| 5Y | +69.6% | +948.7% | -879.1% | -3.1% |
| 10Y | +517.8% | +3,659.7% | -3,142.0% | +162.3% |
| All | +1,426.4% | +10,016.9% | -8,590.5% | +305.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling