-44.8%
FIS vs VG
-39.3%
-5.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +1.1% | +1.7% | -0.6% | +1.1% |
| 30D | -2.2% | +16.0% | -18.2% | -2.5% |
| 3M | +2.1% | +9.7% | -7.6% | +1.8% |
| 6M | -14.7% | +29.6% | -44.2% | -15.5% |
| YTD | -35.7% | +112.0% | -147.7% | -37.4% |
| 1Y | -37.1% | +12.8% | -49.9% | -37.4% |
| All | -44.8% | -39.3% | -5.5% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling