-38.8%
FIS vs VO
+195.4%
-234.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.4% |
| 7D | -3.5% | +0.6% | -4.1% | -4.0% |
| 30D | -7.8% | -1.1% | -6.8% | -6.9% |
| 3M | +0.8% | +4.5% | -3.7% | -3.4% |
| 6M | -21.9% | +11.1% | -33.0% | -29.6% |
| YTD | -39.5% | +13.5% | -53.0% | -46.6% |
| 1Y | -41.0% | +14.5% | -55.5% | -48.4% |
| 3Y | -23.6% | +58.1% | -81.7% | -51.4% |
| 5Y | -65.6% | +43.3% | -108.9% | -76.0% |
| All | -38.8% | +195.4% | -234.2% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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