-66.7%
FIS vs QS
-44.4%
-22.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +1.1% | -2.3% | +3.4% | +1.2% |
| 30D | -2.2% | -0.7% | -1.5% | -2.2% |
| 3M | +2.1% | -39.6% | +41.8% | +3.6% |
| 6M | -14.7% | -21.7% | +7.0% | -14.4% |
| YTD | -35.7% | -47.4% | +11.7% | -34.6% |
| 1Y | -37.1% | -28.4% | -8.7% | -37.2% |
| 3Y | -20.0% | -22.6% | +2.6% | -22.5% |
| 5Y | -62.1% | -75.6% | +13.5% | -63.2% |
| All | -66.7% | -44.4% | -22.4% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling