-40.6%
FIS vs QSR
+135.2%
-175.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | -0.1% |
| 7D | -7.9% | -4.0% | -3.9% | -6.2% |
| 30D | -8.0% | +2.8% | -10.7% | -9.0% |
| 3M | +0.6% | +5.1% | -4.5% | -1.6% |
| 6M | -22.2% | +8.8% | -31.0% | -25.3% |
| YTD | -40.8% | +14.8% | -55.6% | -44.5% |
| 1Y | -41.5% | +25.7% | -67.2% | -47.4% |
| 3Y | -25.5% | +27.5% | -53.0% | -34.6% |
| 5Y | -64.8% | +41.3% | -106.0% | -71.0% |
| All | -40.6% | +135.2% | -175.7% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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