+1,894.9%
QQQ vs FIS
+374.5%
+1,520.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | +0.4% | +1.1% | -0.7% | -0.1% |
| 30D | +0.2% | -2.2% | +2.4% | +0.9% |
| 3M | -2.8% | +2.1% | -5.0% | -4.6% |
| 6M | +18.0% | -14.7% | +32.7% | +23.1% |
| YTD | +17.3% | -35.7% | +53.0% | +36.5% |
| 1Y | +25.6% | -37.1% | +62.6% | +46.8% |
| 3Y | +93.7% | -20.0% | +113.7% | +99.9% |
| 5Y | +94.2% | -62.1% | +156.3% | +159.8% |
| 10Y | +557.9% | -37.4% | +595.2% | +597.8% |
| All | +1,894.9% | +374.5% | +1,520.4% | +811.9% |
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 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