+338.2%
FIS vs VTRS
+85.6%
+252.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -8.9% | -3.3% | -5.6% | -8.0% |
| 30D | -9.9% | +1.4% | -11.3% | -10.3% |
| 3M | 0.0% | +4.6% | -4.7% | -1.4% |
| 6M | -22.9% | +18.1% | -41.0% | -26.7% |
| YTD | -40.9% | +34.7% | -75.5% | -46.1% |
| 1Y | -40.4% | +65.6% | -106.1% | -48.9% |
| 3Y | -25.4% | +83.8% | -109.1% | -39.3% |
| 5Y | -64.8% | +46.5% | -111.3% | -70.1% |
| 10Y | -40.2% | -48.6% | +8.4% | -38.8% |
| All | +338.2% | +85.6% | +252.6% | +121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling