+213.7%
VT vs FIS
-54.4%
+268.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +0.9% |
| 7D | -2.3% | -25.5% | +23.2% | +4.9% |
| 30D | -5.0% | -15.1% | +10.1% | -2.3% |
| 3M | -4.9% | -32.1% | +27.2% | +4.6% |
| 6M | -1.5% | -36.1% | +34.5% | +9.5% |
| YTD | +8.5% | -55.4% | +63.9% | +35.5% |
| 1Y | +11.4% | -53.9% | +65.3% | +37.4% |
| 3Y | +70.1% | -39.8% | +109.8% | +85.3% |
| 5Y | +53.7% | -71.1% | +124.8% | +114.4% |
| All | +213.7% | -54.4% | +268.1% | +276.6% |
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