-43.5%
FIS vs VLTO
+56.3%
-99.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -27.4% | +1.6% | -29.0% | -28.0% |
| 30D | -16.8% | +22.0% | -38.8% | -24.5% |
| 3M | -32.6% | +21.9% | -54.5% | -38.8% |
| 6M | -33.4% | +36.5% | -69.9% | -42.5% |
| YTD | -56.0% | +19.0% | -75.0% | -59.7% |
| 1Y | -55.1% | +21.0% | -76.1% | -59.2% |
| 3Y | -41.4% | +69.9% | -111.3% | -51.8% |
| All | -43.5% | +56.3% | -99.8% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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