+192.8%
FIS vs VWO
+326.6%
-133.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.7% |
| 7D | -3.5% | +0.9% | -4.4% | -3.9% |
| 30D | -7.8% | +1.3% | -9.1% | -8.5% |
| 3M | +0.8% | +5.1% | -4.3% | -2.4% |
| 6M | -21.9% | +12.5% | -34.4% | -27.7% |
| YTD | -39.5% | +14.0% | -53.5% | -44.6% |
| 1Y | -41.0% | +19.7% | -60.7% | -47.5% |
| 3Y | -23.6% | +66.8% | -90.4% | -44.2% |
| 5Y | -65.6% | +36.2% | -101.8% | -71.9% |
| 10Y | -40.2% | +111.0% | -151.2% | -62.1% |
| All | +192.8% | +326.6% | -133.9% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling