+396.2%
VUG vs FIS
-55.6%
+451.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.2% | -27.4% | +26.2% | +8.3% |
| 30D | -8.9% | -16.8% | +8.0% | -5.3% |
| 3M | -5.9% | -32.6% | +26.7% | +5.2% |
| 6M | -3.3% | -33.4% | +30.1% | +7.7% |
| YTD | +3.4% | -56.0% | +59.5% | +34.4% |
| 1Y | +1.9% | -55.1% | +57.0% | +31.1% |
| 3Y | +76.9% | -41.4% | +118.3% | +96.6% |
| 5Y | +63.9% | -72.7% | +136.5% | +149.0% |
| 10Y | +396.2% | -55.5% | +451.7% | +494.7% |
| All | +396.2% | -55.6% | +451.8% | +494.7% |
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