+376.8%
V vs FIS
-40.5%
+417.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.9% | +4.2% | +1.2% |
| 7D | -1.1% | -3.5% | +2.4% | +0.5% |
| 30D | +1.9% | -7.8% | +9.7% | +5.8% |
| 3M | +15.5% | +0.8% | +14.7% | +14.2% |
| 6M | +16.6% | -21.9% | +38.5% | +29.9% |
| YTD | +5.7% | -39.5% | +45.2% | +33.4% |
| 1Y | +8.6% | -41.0% | +49.5% | +38.3% |
| 3Y | +52.5% | -23.6% | +76.1% | +63.2% |
| 5Y | +67.1% | -65.6% | +132.7% | +176.1% |
| 10Y | +376.8% | -40.2% | +417.0% | +465.2% |
| All | +376.8% | -40.5% | +417.3% | +465.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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