+173.0%
FIS vs VT
+374.2%
-201.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.1% | +0.4% | +0.6% | +0.7% |
| 30D | -2.2% | +1.0% | -3.2% | -3.0% |
| 3M | +2.1% | +2.4% | -0.2% | -0.5% |
| 6M | -14.7% | +12.0% | -26.7% | -23.7% |
| YTD | -35.7% | +15.3% | -51.0% | -43.9% |
| 1Y | -37.1% | +22.6% | -59.6% | -48.1% |
| 3Y | -20.0% | +74.7% | -94.7% | -52.2% |
| 5Y | -62.1% | +66.1% | -128.3% | -76.1% |
| 10Y | -37.4% | +225.0% | -262.4% | -77.3% |
| All | +173.0% | +374.2% | -201.2% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling