+1,934.0%
VRT vs FIS
-65.8%
+1,999.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.2% | -7.8% | -5.0% |
| 7D | +10.5% | +2.8% | +7.7% | +9.3% |
| 30D | -9.3% | -16.7% | +7.4% | -4.5% |
| 3M | -29.6% | -32.3% | +2.7% | -20.9% |
| 6M | -45.4% | -29.1% | -16.3% | -40.8% |
| YTD | +24.8% | -54.1% | +78.9% | +58.7% |
| 1Y | +23.6% | -53.7% | +77.3% | +56.5% |
| 3Y | +379.7% | -38.8% | +418.5% | +411.5% |
| 5Y | +660.3% | -71.1% | +731.4% | +1,036.2% |
| All | +1,934.0% | -65.8% | +1,999.8% | +3,011.3% |
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