-25.6%
FIS vs VWO
+61.8%
-87.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.7% |
| 7D | -8.9% | -1.7% | -7.2% | -8.4% |
| 30D | -9.9% | -0.3% | -9.6% | -9.8% |
| 3M | 0.0% | +4.0% | -4.0% | -1.8% |
| 6M | -22.9% | +8.1% | -31.0% | -25.8% |
| YTD | -40.9% | +11.6% | -52.5% | -44.1% |
| 1Y | -40.4% | +16.2% | -56.7% | -45.0% |
| All | -25.6% | +61.8% | -87.4% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling