+67.2%
QLD vs FIS
-71.2%
+138.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.8% | +3.4% |
| 7D | -10.3% | -25.5% | +15.2% | -1.3% |
| 30D | -26.1% | -15.1% | -11.0% | -23.9% |
| 3M | -17.8% | -32.1% | +14.4% | -6.5% |
| 6M | -15.6% | -36.1% | +20.5% | -3.1% |
| YTD | +5.4% | -55.4% | +60.8% | +46.7% |
| 1Y | +5.2% | -53.9% | +59.1% | +43.6% |
| 3Y | +139.4% | -39.8% | +179.2% | +167.4% |
| All | +67.2% | -71.2% | +138.3% | +199.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling