+254.0%
FIS vs VO
+827.2%
-573.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.7% |
| 7D | +1.1% | -0.3% | +1.4% | +1.3% |
| 30D | -2.2% | -0.3% | -1.9% | -1.9% |
| 3M | +2.1% | +2.9% | -0.8% | -0.5% |
| 6M | -14.7% | +9.3% | -24.0% | -21.5% |
| YTD | -35.7% | +14.2% | -49.9% | -43.0% |
| 1Y | -37.1% | +15.3% | -52.3% | -44.7% |
| 3Y | -20.0% | +56.2% | -76.3% | -46.5% |
| 5Y | -62.1% | +42.4% | -104.6% | -72.5% |
| 10Y | -37.4% | +194.7% | -232.1% | -75.7% |
| All | +254.0% | +827.2% | -573.2% | -47.8% |
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 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