+142.3%
FIS vs VO
+822.3%
-680.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -3.8% |
| 7D | -29.4% | -0.1% | -29.3% | -29.6% |
| 30D | -16.7% | +0.5% | -17.3% | -17.5% |
| 3M | -33.0% | -1.0% | -32.0% | -32.7% |
| 6M | -33.3% | +6.4% | -39.8% | -37.3% |
| YTD | -56.0% | +13.6% | -69.6% | -61.0% |
| 1Y | -54.6% | +14.5% | -69.1% | -60.0% |
| 3Y | -40.6% | +67.2% | -107.9% | -62.8% |
| 5Y | -71.9% | +36.1% | -108.0% | -78.9% |
| 10Y | -55.3% | +199.3% | -254.7% | -82.9% |
| All | +142.3% | +822.3% | -680.1% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling