-66.1%
FIS vs QS
-74.8%
+8.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.6% | +3.2% | -3.0% |
| 7D | -9.1% | -4.2% | -4.9% | -8.8% |
| 30D | -10.4% | -15.7% | +5.2% | -9.4% |
| 3M | -3.7% | -28.7% | +25.0% | -1.9% |
| 6M | -24.8% | -23.2% | -1.5% | -24.2% |
| YTD | -41.6% | -49.9% | +8.3% | -39.3% |
| 1Y | -42.7% | -38.8% | -3.9% | -42.5% |
| 3Y | -26.2% | -24.0% | -2.2% | -32.5% |
| 5Y | -66.1% | -75.6% | +9.5% | -66.7% |
| All | -66.1% | -74.8% | +8.7% | -66.7% |
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