+9,127.5%
QLD vs FIS
+187.7%
+8,939.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +1.1% |
| 7D | +0.6% | +1.1% | -0.5% | -0.4% |
| 30D | -0.1% | -2.2% | +2.1% | +1.2% |
| 3M | -8.4% | +2.1% | -10.5% | -12.9% |
| 6M | +32.2% | -14.7% | +46.9% | +42.3% |
| YTD | +28.9% | -35.7% | +64.6% | +75.2% |
| 1Y | +43.8% | -37.1% | +80.9% | +97.1% |
| 3Y | +176.6% | -20.0% | +196.6% | +188.5% |
| 5Y | +121.6% | -62.1% | +183.7% | +322.8% |
| 10Y | +1,652.9% | -37.4% | +1,690.3% | +2,050.0% |
| All | +9,127.5% | +187.7% | +8,939.7% | +2,485.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling