-37.4%
FISV vs QLD
+80.9%
-118.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +4.3% |
| 7D | +1.4% | +7.0% | -5.6% | -0.2% |
| 30D | +38.4% | -14.3% | +52.8% | +42.4% |
| 3M | +14.9% | -16.0% | +30.9% | +18.5% |
| 6M | +21.8% | -14.2% | +36.0% | +23.3% |
| YTD | -5.0% | +12.8% | -17.8% | -11.3% |
| 1Y | -1.2% | +14.1% | -15.2% | -8.1% |
| 3Y | -47.5% | +146.0% | -193.5% | -62.8% |
| All | -37.4% | +80.9% | -118.3% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling