+2,826.7%
VRT vs FIS
-54.9%
+2,881.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.9% | +9.6% | +5.6% |
| 7D | +13.6% | -3.5% | +17.1% | +14.7% |
| 30D | +6.8% | -7.8% | +14.6% | +9.3% |
| 3M | -3.2% | +0.8% | -4.1% | -5.8% |
| 6M | +20.3% | -21.9% | +42.2% | +27.8% |
| YTD | +79.6% | -39.5% | +119.1% | +110.5% |
| 1Y | +139.0% | -41.0% | +180.0% | +181.4% |
| 3Y | +644.6% | -23.6% | +668.2% | +650.8% |
| 5Y | +1,024.4% | -65.6% | +1,090.0% | +1,526.6% |
| All | +2,826.7% | -54.9% | +2,881.6% | +4,026.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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