+1,570.9%
QQQ vs FIX
+15,911.4%
-14,340.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.2% |
| 7D | +0.4% | +6.0% | -5.7% | -0.9% |
| 30D | +0.2% | -7.2% | +7.5% | +1.6% |
| 3M | -2.8% | -15.9% | +13.0% | 0.0% |
| 6M | +18.0% | +12.7% | +5.3% | +13.7% |
| YTD | +17.3% | +72.8% | -55.5% | +3.1% |
| 1Y | +25.6% | +122.9% | -97.3% | +4.0% |
| 3Y | +93.7% | +774.3% | -680.6% | +16.6% |
| 5Y | +94.2% | +2,049.5% | -1,955.3% | -3.3% |
| 10Y | +557.9% | +5,821.5% | -5,263.6% | +156.1% |
| All | +1,570.9% | +15,911.4% | -14,340.5% | +307.4% |
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 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