+1,083.1%
VST vs FIS
-55.3%
+1,138.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.4% | +8.7% | +7.7% |
| 7D | -0.5% | -29.4% | +28.9% | +9.7% |
| 30D | -17.1% | -16.7% | -0.3% | -13.1% |
| 3M | -4.6% | -33.0% | +28.4% | +6.0% |
| 6M | -9.1% | -33.3% | +24.3% | +0.2% |
| YTD | -16.6% | -56.0% | +39.4% | +4.3% |
| 1Y | -29.5% | -54.6% | +25.1% | -12.8% |
| 3Y | +297.5% | -40.6% | +338.2% | +330.7% |
| 5Y | +654.5% | -71.9% | +726.5% | +953.6% |
| 10Y | +1,205.2% | -55.3% | +1,260.6% | +1,372.9% |
| All | +1,083.1% | -55.3% | +1,138.5% | +1,232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling