-40.6%
FIS vs VTRS
-48.4%
+7.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -7.9% | -2.2% | -5.7% | -7.4% |
| 30D | -8.0% | +3.3% | -11.3% | -8.7% |
| 3M | +0.6% | +2.0% | -1.4% | 0.0% |
| 6M | -22.2% | +19.9% | -42.1% | -25.7% |
| YTD | -40.8% | +35.7% | -76.5% | -45.4% |
| 1Y | -41.5% | +68.1% | -109.6% | -48.9% |
| 3Y | -25.5% | +87.1% | -112.6% | -37.9% |
| 5Y | -64.8% | +47.6% | -112.4% | -69.7% |
| All | -40.6% | -48.4% | +7.8% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 10y: compounded portfolio wealth divided by compounded VTRS 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…
10y analysis · Full analysis span regression · 6 months rolling