-40.6%
FIS vs VWO
+117.1%
-157.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.3% |
| 7D | -7.9% | -1.8% | -6.1% | -6.8% |
| 30D | -8.0% | -0.1% | -7.9% | -8.0% |
| 3M | +0.6% | +2.2% | -1.6% | -1.4% |
| 6M | -22.2% | +8.8% | -31.0% | -27.4% |
| YTD | -40.8% | +12.4% | -53.2% | -46.2% |
| 1Y | -41.5% | +15.6% | -57.1% | -48.0% |
| 3Y | -25.5% | +62.5% | -88.0% | -48.8% |
| 5Y | -64.8% | +34.3% | -99.0% | -72.4% |
| All | -40.6% | +117.1% | -157.7% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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