-41.3%
FIS vs Q
+78.4%
-119.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -3.3% |
| 7D | -9.1% | +6.6% | -15.7% | -8.6% |
| 30D | -10.4% | -6.6% | -3.9% | -10.8% |
| 3M | -3.7% | -13.2% | +9.5% | -4.7% |
| 6M | -24.8% | +9.9% | -34.7% | -26.9% |
| YTD | -41.6% | +53.9% | -95.5% | -45.0% |
| All | -41.3% | +78.4% | -119.7% | -43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling