-41.4%
FIS vs VT
+74.4%
-115.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -27.4% | -0.1% | -27.2% | -27.6% |
| 30D | -16.8% | -3.1% | -13.8% | -15.8% |
| 3M | -32.6% | -3.5% | -29.1% | -31.6% |
| 6M | -33.4% | +0.5% | -33.9% | -34.2% |
| YTD | -56.0% | +10.8% | -66.8% | -59.4% |
| 1Y | -55.1% | +11.9% | -67.0% | -58.9% |
| 3Y | -41.4% | +73.0% | -114.4% | -65.6% |
| All | -41.4% | +74.4% | -115.9% | -65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling