-2.4%
QQQM vs FIX
-43.3%
+40.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.4% |
| 7D | +6.2% | +16.9% | -10.7% | +2.4% |
| 30D | -7.4% | -30.6% | +23.2% | -0.3% |
| 3M | -4.8% | -35.1% | +30.3% | +3.8% |
| 6M | -2.4% | -44.0% | +41.6% | +9.5% |
| All | -2.4% | -43.3% | +40.8% | +9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling