+1,480.5%
QQQ vs FIX
+10,968.7%
-9,488.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.4% | -5.9% | +1.6% |
| 7D | -0.3% | -7.2% | +7.0% | +0.8% |
| 30D | -9.6% | -35.1% | +25.5% | -1.9% |
| 3M | -5.9% | -34.3% | +28.3% | +1.3% |
| 6M | -4.3% | -42.9% | +38.7% | +5.5% |
| YTD | +11.0% | +19.5% | -8.5% | +4.2% |
| 1Y | +11.9% | +16.8% | -4.8% | +5.4% |
| 3Y | +86.7% | +506.7% | -420.0% | +20.3% |
| 5Y | +77.1% | +1,046.7% | -969.6% | -0.7% |
| 10Y | +517.9% | +3,800.0% | -3,282.1% | +160.0% |
| All | +1,480.5% | +10,968.7% | -9,488.2% | +311.6% |
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