-52.8%
FIS vs VG
+51.8%
-104.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.5% | +1.2% | +6.7% |
| 7D | +1.5% | +5.5% | -4.0% | +1.5% |
| 30D | -11.8% | -3.6% | -8.2% | -11.9% |
| 3M | -28.5% | -4.0% | -24.5% | -28.6% |
| 6M | -27.0% | +9.4% | -36.4% | -27.2% |
| YTD | -53.1% | +86.6% | -139.7% | -52.4% |
| 1Y | -52.8% | +69.5% | -122.3% | -52.5% |
| All | -52.8% | +51.8% | -104.5% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling