+83.1%
FIS vs VIG
+650.0%
-566.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | -27.4% | +1.0% | -28.4% | -28.9% |
| 30D | -16.8% | +4.5% | -21.4% | -21.5% |
| 3M | -32.6% | +2.1% | -34.7% | -34.7% |
| 6M | -33.4% | +10.5% | -43.9% | -40.9% |
| YTD | -56.0% | +15.1% | -71.1% | -62.8% |
| 1Y | -55.1% | +16.9% | -72.0% | -62.6% |
| 3Y | -41.4% | +65.6% | -107.0% | -67.1% |
| 5Y | -72.7% | +64.4% | -137.0% | -84.3% |
| 10Y | -55.5% | +260.6% | -316.1% | -89.1% |
| All | +83.1% | +650.0% | -566.9% | -80.6% |
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