+420.5%
VUG vs FIS
-41.9%
+462.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.8% |
| 7D | +0.1% | -9.1% | +9.2% | +3.6% |
| 30D | -1.7% | -10.4% | +8.8% | +2.1% |
| 3M | +2.8% | -3.7% | +6.5% | +3.2% |
| 6M | +13.6% | -24.8% | +38.4% | +24.5% |
| YTD | +8.1% | -41.6% | +49.6% | +30.4% |
| 1Y | +13.1% | -42.7% | +55.8% | +37.0% |
| 3Y | +87.0% | -26.2% | +113.2% | +97.3% |
| 5Y | +76.0% | -66.1% | +142.1% | +156.5% |
| 10Y | +420.5% | -40.9% | +461.3% | +485.3% |
| All | +420.5% | -41.9% | +462.4% | +485.3% |
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