-25.6%
FIS vs VTRS
+83.1%
-108.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -8.9% | -3.3% | -5.6% | -8.2% |
| 30D | -9.9% | +1.4% | -11.3% | -10.2% |
| 3M | 0.0% | +4.6% | -4.7% | -1.1% |
| 6M | -22.9% | +18.1% | -41.0% | -25.7% |
| YTD | -40.9% | +34.7% | -75.5% | -45.2% |
| 1Y | -40.4% | +65.6% | -106.1% | -47.6% |
| All | -25.6% | +83.1% | -108.7% | -43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling