+14.7%
QLD vs FIS
-50.5%
+65.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -23.7% | +25.6% | -0.6% |
| 7D | -9.4% | -18.4% | +9.0% | -10.9% |
| 30D | -17.1% | -11.4% | -5.7% | -18.1% |
| 3M | -10.4% | -32.0% | +21.6% | -12.5% |
| 6M | +0.7% | -35.6% | +36.3% | +0.5% |
| YTD | +17.7% | -53.8% | +71.5% | +34.2% |
| 1Y | +14.7% | -51.1% | +65.7% | +26.6% |
| All | +14.7% | -50.5% | +65.2% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling