+139.4%
QLD vs FIS
-39.8%
+179.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.8% | +2.9% |
| 7D | -10.3% | -25.5% | +15.2% | -7.0% |
| 30D | -26.1% | -15.1% | -11.0% | -25.8% |
| 3M | -17.8% | -32.1% | +14.4% | -13.0% |
| 6M | -15.6% | -36.1% | +20.5% | -9.7% |
| YTD | +5.4% | -55.4% | +60.8% | +31.5% |
| 1Y | +5.2% | -53.9% | +59.1% | +29.2% |
| 3Y | +139.4% | -39.8% | +179.2% | +161.0% |
| All | +139.4% | -39.8% | +179.3% | +161.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling