+2.8%
FISV vs QLD
+1,628.0%
-1,625.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | -2.1% | -0.1% | -1.9% | -2.1% |
| 3M | -5.7% | -8.4% | +2.6% | -4.7% |
| 6M | -15.3% | +32.2% | -47.5% | -25.0% |
| YTD | -21.1% | +28.9% | -50.0% | -29.6% |
| 1Y | -61.1% | +43.8% | -104.9% | -66.8% |
| 3Y | -56.8% | +176.6% | -233.4% | -72.5% |
| 5Y | -54.2% | +121.6% | -175.7% | -70.5% |
| All | +2.8% | +1,628.0% | -1,625.3% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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