-51.1%
FIS vs VYM
+21.8%
-72.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.2% | -24.9% | -24.1% |
| 7D | -18.4% | +1.2% | -19.6% | -18.9% |
| 30D | -11.4% | +5.2% | -16.6% | -14.1% |
| 3M | -32.0% | +0.5% | -32.5% | -32.2% |
| 6M | -35.6% | +7.7% | -43.3% | -38.0% |
| YTD | -53.8% | +17.2% | -71.0% | -58.1% |
| 1Y | -51.1% | +21.7% | -72.7% | -56.7% |
| All | -51.1% | +21.8% | -72.9% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling