+7,256.1%
QLD vs FIS
+104.2%
+7,151.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.2% | -11.5% | -11.7% |
| 7D | -18.6% | -21.2% | +2.6% | -6.7% |
| 30D | -28.3% | -12.1% | -16.2% | -25.6% |
| 3M | -20.4% | -30.6% | +10.2% | -0.9% |
| 6M | -14.3% | -35.5% | +21.2% | +8.6% |
| YTD | +2.8% | -54.4% | +57.1% | +71.5% |
| 1Y | -1.2% | -52.9% | +51.7% | +60.1% |
| 3Y | +135.3% | -38.7% | +174.0% | +181.8% |
| 5Y | +62.6% | -70.4% | +133.0% | +251.0% |
| 10Y | +1,384.3% | -52.8% | +1,437.0% | +2,013.0% |
| All | +7,256.1% | +104.2% | +7,151.9% | +2,430.8% |
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