+1,502.1%
QLD vs FIS
-53.2%
+1,555.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.2% | -6.6% | -5.1% |
| 7D | +7.0% | +2.8% | +4.2% | +4.7% |
| 30D | -14.3% | -16.7% | +2.4% | -8.8% |
| 3M | -16.0% | -32.3% | +16.3% | +2.4% |
| 6M | -14.2% | -29.1% | +14.8% | -1.8% |
| YTD | +12.8% | -54.1% | +66.9% | +75.9% |
| 1Y | +14.1% | -53.7% | +67.8% | +76.4% |
| 3Y | +146.0% | -38.8% | +184.8% | +183.7% |
| 5Y | +82.0% | -71.1% | +153.1% | +294.1% |
| All | +1,502.1% | -53.2% | +1,555.3% | +2,180.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling