+122.5%
FIS vs VYM
+487.3%
-364.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.9% |
| 7D | -9.1% | -1.0% | -8.1% | -8.1% |
| 30D | -10.4% | -2.0% | -8.4% | -8.5% |
| 3M | -3.7% | +3.1% | -6.7% | -6.5% |
| 6M | -24.8% | +8.9% | -33.7% | -31.1% |
| YTD | -41.6% | +14.7% | -56.3% | -49.3% |
| 1Y | -42.7% | +19.4% | -62.2% | -52.4% |
| 3Y | -26.2% | +65.4% | -91.6% | -56.0% |
| 5Y | -66.1% | +77.6% | -143.7% | -80.9% |
| 10Y | -40.9% | +207.8% | -248.6% | -80.7% |
| All | +122.5% | +487.3% | -364.7% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling