+96.2%
FIS vs VT
+363.9%
-267.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.7% | -25.4% | -25.1% |
| 7D | -18.4% | -0.3% | -18.1% | -18.7% |
| 30D | -11.4% | -1.4% | -9.9% | -10.9% |
| 3M | -32.0% | -1.4% | -30.6% | -31.6% |
| 6M | -35.6% | +5.5% | -41.1% | -39.5% |
| YTD | -53.8% | +12.8% | -66.6% | -59.2% |
| 1Y | -51.1% | +15.4% | -66.5% | -57.7% |
| 3Y | -37.9% | +76.9% | -114.8% | -63.6% |
| 5Y | -69.6% | +60.4% | -130.0% | -80.4% |
| 10Y | -52.2% | +232.8% | -285.0% | -83.0% |
| All | +96.2% | +363.9% | -267.7% | -47.8% |
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