-59.8%
FISV vs QS
-26.0%
-33.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.6% |
| 7D | -7.2% | -5.0% | -2.3% | -7.1% |
| 30D | -7.2% | -18.3% | +11.1% | -6.7% |
| 3M | -8.2% | -26.0% | +17.8% | -7.5% |
| 6M | -17.7% | -24.0% | +6.4% | -17.5% |
| YTD | -27.2% | -50.3% | +23.1% | -25.8% |
| 1Y | -63.0% | -38.0% | -25.0% | -62.9% |
| All | -59.8% | -26.0% | -33.8% | -61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling