-52.4%
FIS vs VIG
+262.6%
-315.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +2.8% | +3.5% | -0.7% | -1.0% |
| 30D | -16.7% | +4.9% | -21.7% | -21.7% |
| 3M | -32.3% | +2.5% | -34.8% | -34.6% |
| 6M | -29.1% | +11.0% | -40.1% | -37.4% |
| YTD | -54.1% | +16.0% | -70.1% | -61.5% |
| 1Y | -53.7% | +17.5% | -71.3% | -61.8% |
| 3Y | -38.8% | +67.0% | -105.8% | -66.4% |
| 5Y | -71.1% | +64.8% | -135.9% | -83.8% |
| All | -52.4% | +262.6% | -315.0% | -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