-71.1%
FIS vs QS
-88.0%
+17.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -5.4% | +12.1% | +7.1% |
| 7D | +1.5% | -5.0% | +6.5% | +1.8% |
| 30D | -11.8% | -1.4% | -10.4% | -12.0% |
| 3M | -28.5% | -33.6% | +5.1% | -26.7% |
| 6M | -27.0% | -47.6% | +20.5% | -24.4% |
| YTD | -53.1% | -59.6% | +6.5% | -50.6% |
| 1Y | -52.8% | -73.5% | +20.8% | -48.6% |
| 3Y | -37.5% | -23.0% | -14.5% | -44.1% |
| 5Y | -71.1% | -89.4% | +18.3% | -65.7% |
| All | -71.1% | -88.0% | +17.0% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling