+133.5%
QLD vs FIS
-38.4%
+171.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.2% | -11.5% | -12.5% |
| 7D | -18.6% | -21.2% | +2.6% | -16.5% |
| 30D | -28.3% | -12.1% | -16.2% | -28.5% |
| 3M | -20.4% | -30.6% | +10.2% | -16.0% |
| 6M | -14.3% | -35.5% | +21.2% | -8.1% |
| YTD | +2.8% | -54.4% | +57.1% | +27.8% |
| 1Y | -1.2% | -52.9% | +51.7% | +21.0% |
| All | +133.5% | -38.4% | +171.9% | +153.7% |
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