-38.8%
FIS vs QSR
+21.7%
-60.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +2.8% | -2.9% | +5.8% | +3.8% |
| 30D | -16.7% | +4.1% | -20.9% | -18.4% |
| 3M | -32.3% | -0.7% | -31.6% | -32.4% |
| 6M | -29.1% | +0.4% | -29.5% | -29.6% |
| YTD | -54.1% | +13.5% | -67.7% | -56.6% |
| 1Y | -53.7% | +11.0% | -64.7% | -55.9% |
| 3Y | -38.8% | +22.0% | -60.8% | -43.8% |
| All | -38.8% | +21.7% | -60.6% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling