+93.7%
FIS vs VT
+345.0%
-251.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.8% | +2.3% |
| 7D | -21.2% | -4.2% | -17.0% | -18.7% |
| 30D | -12.1% | -5.8% | -6.3% | -8.1% |
| 3M | -30.6% | -5.2% | -25.4% | -27.9% |
| 6M | -35.5% | +0.1% | -35.6% | -36.6% |
| YTD | -54.4% | +8.2% | -62.6% | -58.3% |
| 1Y | -52.9% | +10.1% | -63.0% | -57.6% |
| 3Y | -38.7% | +69.7% | -108.3% | -62.8% |
| 5Y | -70.4% | +53.4% | -123.8% | -80.2% |
| 10Y | -52.8% | +219.2% | -272.0% | -82.7% |
| All | +93.7% | +345.0% | -251.2% | -46.6% |
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 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