-65.4%
FIS vs VTEB
+1.2%
-66.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.3% |
| 7D | -9.0% | -0.9% | -8.0% | -8.2% |
| 30D | -9.0% | -2.5% | -6.5% | -6.8% |
| 3M | -0.5% | -3.0% | +2.4% | +2.3% |
| 6M | -23.1% | -2.1% | -21.0% | -21.5% |
| YTD | -41.5% | -1.5% | -40.0% | -40.6% |
| 1Y | -42.2% | +0.2% | -42.4% | -42.2% |
| 3Y | -26.3% | +8.6% | -34.9% | -32.6% |
| All | -65.4% | +1.2% | -66.6% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling