-49.5%
FISV vs QS
-46.4%
-3.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +5.3% |
| 7D | -2.7% | -3.6% | +1.0% | -2.5% |
| 30D | 0.0% | -17.2% | +17.3% | +0.7% |
| 3M | -2.8% | -27.0% | +24.2% | -1.9% |
| 6M | -11.8% | -24.6% | +12.7% | -11.4% |
| YTD | -23.2% | -49.3% | +26.1% | -21.7% |
| 1Y | -62.0% | -40.3% | -21.7% | -61.8% |
| 3Y | -57.6% | -23.8% | -33.8% | -59.0% |
| 5Y | -53.4% | -75.0% | +21.6% | -54.5% |
| All | -49.5% | -46.4% | -3.1% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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