-40.7%
FIS vs VEU
+152.3%
-193.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +2.3% |
| 7D | -8.9% | -1.9% | -7.0% | -7.3% |
| 30D | -9.9% | -0.7% | -9.2% | -9.4% |
| 3M | 0.0% | +4.9% | -4.9% | -5.0% |
| 6M | -22.9% | +9.8% | -32.7% | -30.7% |
| YTD | -40.9% | +15.3% | -56.2% | -49.5% |
| 1Y | -40.4% | +23.0% | -63.5% | -52.3% |
| 3Y | -25.4% | +73.5% | -98.9% | -57.8% |
| 5Y | -64.8% | +54.5% | -119.3% | -77.7% |
| All | -40.7% | +152.3% | -193.0% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VEU 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling