+8.4%
QLD vs FIS
-54.5%
+62.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.4% | +8.2% | +6.7% |
| 7D | -1.4% | -29.4% | +28.0% | -4.8% |
| 30D | -19.6% | -16.7% | -2.8% | -21.1% |
| 3M | -14.1% | -33.0% | +18.8% | -16.6% |
| 6M | -13.6% | -33.3% | +19.7% | -15.5% |
| YTD | +12.5% | -56.0% | +68.5% | +25.7% |
| All | +8.4% | -54.5% | +62.9% | +20.0% |
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