-55.3%
FIS vs VT
+223.7%
-279.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -3.8% |
| 7D | -29.4% | +0.4% | -29.8% | -30.2% |
| 30D | -16.7% | -2.6% | -14.1% | -15.4% |
| 3M | -33.0% | -3.2% | -29.7% | -31.5% |
| 6M | -33.3% | +0.9% | -34.3% | -35.1% |
| YTD | -56.0% | +11.3% | -67.3% | -61.5% |
| 1Y | -54.6% | +14.0% | -68.6% | -61.3% |
| 3Y | -40.6% | +75.8% | -116.5% | -68.6% |
| 5Y | -71.9% | +57.8% | -129.8% | -83.3% |
| 10Y | -55.3% | +219.8% | -275.1% | -85.7% |
| All | -55.3% | +223.7% | -279.0% | -85.7% |
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