+1,917.9%
VRT vs FIS
-67.2%
+1,985.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.4% | +11.0% | +10.1% |
| 7D | -10.6% | -29.4% | +18.8% | -0.1% |
| 30D | -17.4% | -16.7% | -0.7% | -13.0% |
| 3M | -26.4% | -33.0% | +6.6% | -17.0% |
| 6M | -41.0% | -33.3% | -7.7% | -34.6% |
| YTD | +23.8% | -56.0% | +79.8% | +59.9% |
| 1Y | +11.6% | -54.6% | +66.2% | +42.0% |
| 3Y | +403.5% | -40.6% | +444.1% | +442.3% |
| 5Y | +647.0% | -71.9% | +719.0% | +1,026.1% |
| All | +1,917.9% | -67.2% | +1,985.1% | +3,034.6% |
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