+83.5%
FIS vs VIG
+655.7%
-572.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | -3.5% | +3.1% | -6.6% | -6.7% |
| 30D | -19.4% | +5.0% | -24.5% | -24.3% |
| 3M | -31.6% | +2.7% | -34.2% | -34.1% |
| 6M | -32.5% | +11.0% | -43.5% | -40.4% |
| YTD | -56.0% | +16.0% | -71.9% | -63.0% |
| 1Y | -55.5% | +16.3% | -71.8% | -62.7% |
| 3Y | -41.3% | +66.8% | -108.1% | -67.3% |
| 5Y | -72.3% | +64.8% | -137.0% | -84.1% |
| 10Y | -55.0% | +263.6% | -318.5% | -89.0% |
| All | +83.5% | +655.7% | -572.3% | -80.8% |
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