+94.5%
QQQ vs FIS
-66.7%
+161.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.5% |
| 7D | +1.0% | -9.1% | +10.1% | +3.2% |
| 30D | -0.6% | -10.4% | +9.8% | +1.8% |
| 3M | +1.3% | -3.7% | +5.0% | +1.4% |
| 6M | +18.1% | -24.8% | +42.9% | +25.5% |
| YTD | +16.9% | -41.6% | +58.4% | +32.9% |
| 1Y | +24.0% | -42.7% | +66.7% | +41.5% |
| 3Y | +95.6% | -26.2% | +121.8% | +103.2% |
| 5Y | +94.5% | -66.1% | +160.6% | +148.9% |
| All | +94.5% | -66.7% | +161.2% | +148.9% |
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