+167.9%
FIS vs VIG
+623.5%
-455.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.4% |
| 7D | +1.1% | -0.4% | +1.5% | +1.6% |
| 30D | -2.2% | -1.0% | -1.3% | -1.1% |
| 3M | +2.1% | +2.8% | -0.6% | -0.9% |
| 6M | -14.7% | +8.2% | -22.9% | -22.0% |
| YTD | -35.7% | +11.0% | -46.7% | -42.8% |
| 1Y | -37.1% | +16.1% | -53.2% | -46.8% |
| 3Y | -20.0% | +56.2% | -76.2% | -51.5% |
| 5Y | -62.1% | +63.0% | -125.1% | -77.9% |
| 10Y | -37.4% | +241.4% | -278.8% | -83.5% |
| All | +167.9% | +623.5% | -455.6% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling