-52.0%
FIS vs VIG
+264.3%
-316.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.9% | +5.9% |
| 7D | +1.5% | -0.3% | +1.9% | +1.8% |
| 30D | -11.8% | +4.9% | -16.7% | -17.1% |
| 3M | -28.5% | +2.9% | -31.5% | -31.3% |
| 6M | -27.0% | +11.2% | -38.3% | -35.8% |
| YTD | -53.1% | +16.0% | -69.1% | -60.7% |
| 1Y | -52.8% | +17.0% | -69.7% | -60.8% |
| 3Y | -37.5% | +66.9% | -104.3% | -65.6% |
| 5Y | -71.1% | +65.8% | -136.9% | -83.9% |
| 10Y | -52.0% | +263.6% | -315.6% | -87.5% |
| All | -52.0% | +264.3% | -316.3% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling