+1,250.4%
VUG vs FIS
+260.4%
+990.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -0.1% | +1.1% | -1.2% | -0.6% |
| 30D | -0.3% | -2.2% | +1.9% | +0.4% |
| 3M | -0.7% | +2.1% | -2.8% | -2.5% |
| 6M | +14.6% | -14.7% | +29.3% | +20.1% |
| YTD | +9.0% | -35.7% | +44.7% | +27.9% |
| 1Y | +14.9% | -37.1% | +51.9% | +35.4% |
| 3Y | +86.0% | -20.0% | +106.1% | +92.4% |
| 5Y | +76.7% | -62.1% | +138.8% | +140.5% |
| 10Y | +411.3% | -37.4% | +448.7% | +445.0% |
| All | +1,250.4% | +260.4% | +990.0% | +573.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling