-62.3%
FIS vs VG
-50.2%
-12.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -1.4% |
| 7D | -29.4% | -8.3% | -21.1% | -29.2% |
| 30D | -16.7% | -10.3% | -6.4% | -16.6% |
| 3M | -33.0% | -10.8% | -22.2% | -32.9% |
| 6M | -33.3% | +3.5% | -36.8% | -33.6% |
| YTD | -56.0% | +74.0% | -130.0% | -57.0% |
| 1Y | -54.6% | +48.9% | -103.5% | -55.5% |
| All | -62.3% | -50.2% | -12.0% | -64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling