+84.3%
QLD vs FIS
-72.0%
+156.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.8% | -27.4% | +23.6% | +7.2% |
| 30D | -20.5% | -16.8% | -3.7% | -17.5% |
| 3M | -14.6% | -32.6% | +18.0% | -2.7% |
| 6M | -14.7% | -33.4% | +18.7% | -3.8% |
| YTD | +11.2% | -56.0% | +67.2% | +55.8% |
| 1Y | +7.1% | -55.1% | +62.2% | +48.1% |
| 3Y | +141.1% | -41.4% | +182.5% | +173.1% |
| 5Y | +84.3% | -72.7% | +156.9% | +244.3% |
| All | +84.3% | -72.0% | +156.3% | +244.3% |
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