-55.5%
FISV vs QS
-75.4%
+19.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.6% |
| 7D | -7.2% | -5.0% | -2.3% | -6.9% |
| 30D | -7.2% | -18.3% | +11.1% | -6.1% |
| 3M | -8.2% | -26.0% | +17.8% | -6.9% |
| 6M | -17.7% | -24.0% | +6.4% | -17.1% |
| YTD | -27.2% | -50.3% | +23.1% | -24.7% |
| 1Y | -63.0% | -38.0% | -25.0% | -62.9% |
| 3Y | -59.8% | -24.6% | -35.2% | -62.7% |
| All | -55.5% | -75.4% | +19.8% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling