+93.9%
QQQ vs FIS
-23.8%
+117.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +0.7% |
| 7D | +1.5% | -3.5% | +5.0% | +2.0% |
| 30D | -0.6% | -7.8% | +7.2% | +0.4% |
| 3M | +0.4% | +0.8% | -0.4% | -0.3% |
| 6M | +20.1% | -21.9% | +42.0% | +24.9% |
| YTD | +17.2% | -39.5% | +56.7% | +29.3% |
| 1Y | +24.7% | -41.0% | +65.7% | +38.2% |
| All | +93.9% | -23.8% | +117.7% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling