-54.5%
FIS vs VT
+215.5%
-270.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.5% |
| 7D | -25.5% | -2.3% | -23.2% | -24.3% |
| 30D | -15.1% | -5.0% | -10.1% | -11.6% |
| 3M | -32.1% | -4.9% | -27.2% | -29.4% |
| 6M | -36.1% | -1.5% | -34.5% | -36.3% |
| YTD | -55.4% | +8.5% | -63.9% | -60.0% |
| 1Y | -53.9% | +11.4% | -65.3% | -59.8% |
| 3Y | -39.8% | +70.1% | -109.8% | -67.1% |
| 5Y | -71.1% | +53.7% | -124.8% | -82.3% |
| All | -54.5% | +215.5% | -270.0% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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