+227.8%
VST vs FIS
-38.4%
+266.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.2% | -4.9% | -6.0% |
| 7D | -19.9% | -21.2% | +1.3% | -17.8% |
| 30D | -29.7% | -12.1% | -17.6% | -27.9% |
| 3M | -19.6% | -30.6% | +11.0% | -17.2% |
| 6M | -29.4% | -35.5% | +6.1% | -26.7% |
| YTD | -29.7% | -54.4% | +24.7% | -24.3% |
| 1Y | -40.0% | -52.9% | +12.8% | -35.7% |
| All | +227.8% | -38.4% | +266.2% | +228.9% |
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