+21.0%
VRT vs FIS
-55.3%
+76.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.1% | +7.6% | +0.6% |
| 7D | +18.6% | -3.5% | +22.1% | +17.9% |
| 30D | -11.7% | -19.4% | +7.8% | -11.7% |
| 3M | -27.3% | -31.6% | +4.3% | -33.4% |
| 6M | -42.9% | -32.5% | -10.3% | -46.7% |
| YTD | +29.5% | -56.0% | +85.5% | +12.9% |
| 1Y | +21.0% | -55.5% | +76.6% | +5.3% |
| All | +21.0% | -55.3% | +76.3% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling