-64.8%
FIS vs VYM
+75.8%
-140.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.8% |
| 7D | -8.9% | -1.9% | -7.0% | -7.0% |
| 30D | -9.9% | -2.6% | -7.3% | -7.2% |
| 3M | 0.0% | +3.6% | -3.6% | -3.8% |
| 6M | -22.9% | +8.7% | -31.6% | -29.9% |
| YTD | -40.9% | +14.1% | -55.0% | -49.2% |
| 1Y | -40.4% | +17.8% | -58.2% | -50.7% |
| 3Y | -25.4% | +64.5% | -89.9% | -59.5% |
| 5Y | -64.8% | +77.5% | -142.4% | -82.4% |
| All | -64.8% | +75.8% | -140.6% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling