+219.8%
VT vs FIS
-54.6%
+274.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.0% |
| 7D | +0.4% | -29.4% | +29.8% | +9.6% |
| 30D | -2.6% | -16.7% | +14.1% | +0.7% |
| 3M | -3.2% | -33.0% | +29.7% | +6.8% |
| 6M | +0.9% | -33.3% | +34.3% | +10.8% |
| YTD | +11.3% | -56.0% | +67.3% | +39.5% |
| 1Y | +14.0% | -54.6% | +68.6% | +41.2% |
| 3Y | +75.8% | -40.6% | +116.5% | +92.5% |
| 5Y | +57.8% | -71.9% | +129.8% | +122.7% |
| 10Y | +219.8% | -55.3% | +275.1% | +285.6% |
| All | +219.8% | -54.6% | +274.4% | +285.6% |
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