-25.6%
FIS vs VTEB
+8.2%
-33.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.8% |
| 7D | -8.9% | -1.2% | -7.7% | -7.9% |
| 30D | -9.9% | -2.9% | -7.0% | -7.5% |
| 3M | 0.0% | -3.2% | +3.1% | +2.9% |
| 6M | -22.9% | -2.6% | -20.3% | -21.0% |
| YTD | -40.9% | -1.8% | -39.0% | -39.8% |
| 1Y | -40.4% | +0.2% | -40.6% | -40.4% |
| All | -25.6% | +8.2% | -33.8% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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