+608.4%
VST vs FIS
-71.2%
+679.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.3% | -1.7% |
| 7D | +6.6% | +2.8% | +3.8% | +6.0% |
| 30D | -12.4% | -16.7% | +4.3% | -9.9% |
| 3M | -9.0% | -32.3% | +23.3% | -4.1% |
| 6M | -6.4% | -29.1% | +22.6% | -2.4% |
| YTD | -17.2% | -54.1% | +36.9% | -7.2% |
| 1Y | -22.0% | -53.7% | +31.7% | -12.8% |
| 3Y | +296.7% | -38.8% | +335.5% | +312.9% |
| All | +608.4% | -71.2% | +679.6% | +732.6% |
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 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