-39.8%
FIS vs VLTO
+69.5%
-109.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.5% |
| 7D | -25.5% | +5.4% | -30.9% | -27.5% |
| 30D | -15.1% | +22.3% | -37.4% | -23.2% |
| 3M | -32.1% | +19.6% | -51.7% | -38.0% |
| 6M | -36.1% | +35.2% | -71.2% | -44.7% |
| YTD | -55.4% | +17.9% | -73.2% | -59.1% |
| 1Y | -53.9% | +19.5% | -73.4% | -58.0% |
| 3Y | -39.8% | +73.9% | -113.7% | -47.6% |
| All | -39.8% | +69.5% | -109.2% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling