+1,112.0%
VST vs FIS
-54.4%
+1,166.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.2% | +12.8% | +11.2% |
| 7D | -9.8% | -25.5% | +15.7% | -2.1% |
| 30D | -25.1% | -15.1% | -10.1% | -22.0% |
| 3M | -11.6% | -32.1% | +20.5% | -2.1% |
| 6M | -20.9% | -36.1% | +15.1% | -11.7% |
| YTD | -22.3% | -55.4% | +33.1% | -3.2% |
| 1Y | -32.0% | -53.9% | +21.9% | -16.4% |
| 3Y | +262.4% | -39.8% | +302.1% | +290.7% |
| 5Y | +563.4% | -71.1% | +634.5% | +813.8% |
| All | +1,112.0% | -54.4% | +1,166.4% | +1,321.3% |
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 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