+62.6%
QLD vs FIS
-70.4%
+132.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.2% | -11.5% | -12.2% |
| 7D | -18.6% | -21.2% | +2.6% | -12.6% |
| 30D | -28.3% | -12.1% | -16.2% | -27.2% |
| 3M | -20.4% | -30.6% | +10.2% | -10.2% |
| 6M | -14.3% | -35.5% | +21.2% | -1.7% |
| YTD | +2.8% | -54.4% | +57.1% | +41.8% |
| 1Y | -1.2% | -52.9% | +51.7% | +33.7% |
| 3Y | +135.3% | -38.7% | +174.0% | +161.3% |
| 5Y | +62.6% | -70.4% | +133.0% | +188.2% |
| All | +62.6% | -70.4% | +132.9% | +188.2% |
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