+534.7%
QQQ vs FIS
-53.2%
+587.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -2.5% |
| 7D | +3.6% | +2.8% | +0.8% | +2.5% |
| 30D | -6.7% | -16.7% | +10.0% | -3.3% |
| 3M | -7.0% | -32.3% | +25.3% | +3.3% |
| 6M | -4.7% | -29.1% | +24.4% | +3.1% |
| YTD | +11.1% | -54.1% | +65.2% | +40.6% |
| 1Y | +12.3% | -53.7% | +66.0% | +41.5% |
| 3Y | +83.3% | -38.8% | +122.2% | +99.4% |
| 5Y | +77.5% | -71.1% | +148.6% | +160.2% |
| All | +534.7% | -53.2% | +587.9% | +612.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling