+1,164.9%
VST vs FIS
-53.2%
+1,218.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.3% | -2.3% |
| 7D | +6.6% | +2.8% | +3.8% | +5.5% |
| 30D | -12.4% | -16.7% | +4.3% | -8.3% |
| 3M | -9.0% | -32.3% | +23.3% | +0.7% |
| 6M | -6.4% | -29.1% | +22.6% | +1.1% |
| YTD | -17.2% | -54.1% | +36.9% | +2.2% |
| 1Y | -22.0% | -53.7% | +31.7% | -4.2% |
| 3Y | +296.7% | -38.8% | +335.5% | +325.7% |
| 5Y | +637.6% | -71.1% | +708.7% | +922.1% |
| All | +1,164.9% | -53.2% | +1,218.0% | +1,367.6% |
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