-41.3%
FIS vs VLTO
+54.1%
-95.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -21.2% | +12.0% | -33.2% | -25.5% |
| 30D | -12.1% | +20.8% | -32.9% | -19.8% |
| 3M | -30.6% | +20.1% | -50.7% | -36.5% |
| 6M | -35.5% | +32.6% | -68.1% | -43.5% |
| YTD | -54.4% | +17.3% | -71.7% | -57.9% |
| 1Y | -52.9% | +17.3% | -70.2% | -56.6% |
| 3Y | -38.7% | +66.9% | -105.6% | -49.1% |
| All | -41.3% | +54.1% | -95.4% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling