-39.8%
FIS vs VO
+60.2%
-99.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -25.5% | -2.6% | -22.9% | -24.2% |
| 30D | -15.1% | -0.9% | -14.1% | -14.8% |
| 3M | -32.1% | -3.0% | -29.1% | -30.7% |
| 6M | -36.1% | +2.2% | -38.3% | -37.5% |
| YTD | -55.4% | +10.6% | -66.0% | -59.2% |
| 1Y | -53.9% | +12.5% | -66.4% | -58.4% |
| 3Y | -39.8% | +61.4% | -101.1% | -61.9% |
| All | -39.8% | +60.2% | -99.9% | -61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling