-28.9%
FIS vs VTEB
+26.0%
-54.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.0% |
| 7D | -9.1% | -0.7% | -8.4% | -8.5% |
| 30D | -10.4% | -2.1% | -8.4% | -8.8% |
| 3M | -3.7% | -2.7% | -1.0% | -1.3% |
| 6M | -24.8% | -2.1% | -22.7% | -23.3% |
| YTD | -41.6% | -1.1% | -40.4% | -41.0% |
| 1Y | -42.7% | +1.3% | -44.1% | -43.4% |
| 3Y | -26.2% | +9.0% | -35.2% | -31.7% |
| 5Y | -66.1% | +1.5% | -67.6% | -66.8% |
| 10Y | -40.9% | +18.5% | -59.4% | -38.7% |
| All | -28.9% | +26.0% | -54.8% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling