-51.1%
FIS vs Q
+19.7%
-70.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -0.1% | -23.6% | -23.7% |
| 7D | -18.4% | -3.3% | -15.2% | -18.7% |
| 30D | -11.4% | -9.7% | -1.7% | -12.0% |
| 3M | -32.0% | -16.1% | -15.9% | -32.7% |
| 6M | -35.6% | -15.7% | -19.9% | -36.7% |
| YTD | -53.8% | +45.7% | -99.5% | -56.3% |
| 1Y | -51.1% | +18.0% | -69.1% | -52.4% |
| All | -51.1% | +19.7% | -70.8% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling