-40.6%
FIS vs VYM
+209.2%
-249.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.5% |
| 7D | -7.9% | -0.8% | -7.1% | -7.1% |
| 30D | -8.0% | -2.2% | -5.7% | -5.7% |
| 3M | +0.6% | +3.1% | -2.5% | -2.5% |
| 6M | -22.2% | +9.7% | -31.9% | -29.6% |
| YTD | -40.8% | +14.9% | -55.7% | -49.0% |
| 1Y | -41.5% | +17.6% | -59.1% | -50.9% |
| 3Y | -25.5% | +65.3% | -90.8% | -56.7% |
| 5Y | -64.8% | +78.7% | -143.5% | -80.9% |
| All | -40.6% | +209.2% | -249.7% | -79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling