-64.8%
FIS vs VWO
+32.1%
-96.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +2.0% |
| 7D | -8.9% | -1.7% | -7.2% | -8.0% |
| 30D | -9.9% | -0.3% | -9.6% | -9.8% |
| 3M | 0.0% | +4.0% | -4.0% | -2.8% |
| 6M | -22.9% | +8.1% | -31.0% | -27.3% |
| YTD | -40.9% | +11.6% | -52.5% | -45.6% |
| 1Y | -40.4% | +16.2% | -56.7% | -46.8% |
| 3Y | -25.4% | +63.3% | -88.6% | -49.0% |
| 5Y | -64.8% | +33.4% | -98.2% | -72.8% |
| All | -64.8% | +32.1% | -96.9% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling