-40.9%
FIS vs VIG
+241.3%
-282.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.8% |
| 7D | -9.1% | -1.2% | -7.9% | -7.8% |
| 30D | -10.4% | -2.8% | -7.6% | -7.4% |
| 3M | -3.7% | +2.5% | -6.2% | -6.2% |
| 6M | -24.8% | +8.1% | -32.9% | -31.2% |
| YTD | -41.6% | +9.6% | -51.1% | -47.3% |
| 1Y | -42.7% | +14.2% | -56.9% | -50.7% |
| 3Y | -26.2% | +56.1% | -82.3% | -55.8% |
| 5Y | -66.1% | +62.8% | -129.0% | -80.5% |
| 10Y | -40.9% | +248.2% | -289.1% | -83.4% |
| All | -40.9% | +241.3% | -282.2% | -83.4% |
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