+47.5%
FISV vs QSR
+205.8%
-158.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.2% |
| 7D | -2.7% | -4.0% | +1.3% | -1.0% |
| 30D | 0.0% | +2.8% | -2.7% | -1.0% |
| 3M | -2.8% | +5.1% | -7.9% | -4.8% |
| 6M | -11.8% | +8.8% | -20.6% | -15.1% |
| YTD | -23.2% | +14.8% | -38.0% | -27.6% |
| 1Y | -62.0% | +25.7% | -87.7% | -65.5% |
| 3Y | -57.6% | +27.5% | -85.1% | -62.4% |
| 5Y | -53.4% | +41.3% | -94.7% | -61.0% |
| 10Y | +2.9% | +133.8% | -130.9% | -31.5% |
| All | +47.5% | +205.8% | -158.2% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 all: compounded portfolio wealth divided by compounded QSR 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…
all analysis · Full analysis span regression · 6 months rolling