-69.4%
FIS vs QS
-46.4%
-23.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | +0.1% |
| 7D | -7.9% | -3.6% | -4.3% | -7.8% |
| 30D | -8.0% | -17.2% | +9.3% | -7.4% |
| 3M | +0.6% | -27.0% | +27.6% | +1.4% |
| 6M | -22.2% | -24.6% | +2.4% | -21.9% |
| YTD | -40.8% | -49.3% | +8.5% | -39.7% |
| 1Y | -41.5% | -40.3% | -1.2% | -41.2% |
| 3Y | -25.5% | -23.8% | -1.7% | -27.8% |
| 5Y | -64.8% | -75.0% | +10.2% | -65.7% |
| All | -69.4% | -46.4% | -23.0% | -69.2% |
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