+905.2%
VRT vs FIS
-62.1%
+967.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.6% |
| 7D | +9.1% | +1.1% | +8.0% | +8.8% |
| 30D | +0.9% | -2.2% | +3.1% | +1.3% |
| 3M | -13.4% | +2.1% | -15.5% | -15.1% |
| 6M | +11.7% | -14.7% | +26.4% | +14.7% |
| YTD | +73.2% | -35.7% | +108.9% | +96.0% |
| 1Y | +123.4% | -37.1% | +160.5% | +153.6% |
| 3Y | +606.2% | -20.0% | +626.2% | +598.7% |
| All | +905.2% | -62.1% | +967.4% | +1,161.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling