+57.3%
VUG vs FIS
-71.2%
+128.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.2% | +1.4% |
| 7D | -3.4% | -25.5% | +22.1% | +1.9% |
| 30D | -11.1% | -15.1% | +4.0% | -9.5% |
| 3M | -7.2% | -32.1% | +24.9% | -0.2% |
| 6M | -4.1% | -36.1% | +31.9% | +4.1% |
| YTD | +1.4% | -55.4% | +56.8% | +21.6% |
| 1Y | +1.9% | -53.9% | +55.8% | +21.0% |
| 3Y | +77.7% | -39.8% | +117.5% | +89.7% |
| All | +57.3% | -71.2% | +128.5% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling