-40.6%
FIS vs Q
+75.4%
-115.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.0% |
| 7D | -8.9% | +4.1% | -13.0% | -8.6% |
| 30D | -9.9% | -10.7% | +0.8% | -10.6% |
| 3M | 0.0% | -11.7% | +11.7% | -1.3% |
| 6M | -22.9% | +8.3% | -31.2% | -25.2% |
| YTD | -40.9% | +51.3% | -92.2% | -44.4% |
| All | -40.6% | +75.4% | -115.9% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling