+142.0%
FIS vs VO
+822.0%
-680.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -27.4% | -0.2% | -27.2% | -27.6% |
| 30D | -16.8% | +0.5% | -17.3% | -17.5% |
| 3M | -32.6% | -1.1% | -31.5% | -32.3% |
| 6M | -33.4% | +6.4% | -39.8% | -37.3% |
| YTD | -56.0% | +13.5% | -69.6% | -61.0% |
| 1Y | -55.1% | +13.6% | -68.7% | -60.2% |
| 3Y | -41.4% | +65.2% | -106.6% | -62.9% |
| 5Y | -72.7% | +37.7% | -110.4% | -79.6% |
| 10Y | -55.5% | +198.4% | -253.9% | -82.9% |
| All | +142.0% | +822.0% | -680.0% | -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