+611.0%
VRT vs FIS
-18.3%
+629.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.3% |
| 7D | +9.1% | +1.1% | +8.0% | +9.2% |
| 30D | +0.9% | -2.2% | +3.1% | +0.8% |
| 3M | -13.4% | +2.1% | -15.5% | -13.4% |
| 6M | +11.7% | -14.7% | +26.4% | +13.5% |
| YTD | +73.2% | -35.7% | +108.9% | +86.9% |
| 1Y | +123.4% | -37.1% | +160.5% | +141.8% |
| All | +611.0% | -18.3% | +629.3% | +541.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling