-76.3%
FIS vs QS
-62.6%
-13.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.2% | +9.3% | +4.3% |
| 7D | +2.8% | -14.0% | +16.8% | +3.3% |
| 30D | -16.7% | -6.4% | -10.4% | -16.7% |
| 3M | -32.3% | -40.3% | +8.0% | -31.3% |
| 6M | -29.1% | -57.5% | +28.5% | -27.4% |
| YTD | -54.1% | -64.7% | +10.5% | -52.9% |
| 1Y | -53.7% | -72.9% | +19.2% | -52.0% |
| 3Y | -38.8% | -33.5% | -5.4% | -40.5% |
| 5Y | -71.1% | -90.5% | +19.4% | -71.9% |
| All | -76.3% | -62.6% | -13.6% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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