-65.2%
FIS vs QSR
+41.5%
-106.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.8% |
| 7D | -9.1% | -2.4% | -6.7% | -8.1% |
| 30D | -10.4% | +5.7% | -16.1% | -12.4% |
| 3M | -3.7% | +6.9% | -10.6% | -6.3% |
| 6M | -24.8% | +6.9% | -31.6% | -27.0% |
| YTD | -41.6% | +14.9% | -56.5% | -45.0% |
| 1Y | -42.7% | +29.1% | -71.8% | -48.6% |
| 3Y | -26.2% | +26.1% | -52.4% | -34.7% |
| All | -65.2% | +41.5% | -106.8% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling