+223.0%
VT vs FIS
-38.3%
+261.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +0.4% | +1.1% | -0.6% | +0.1% |
| 30D | +1.0% | -2.2% | +3.2% | +1.5% |
| 3M | +2.4% | +2.1% | +0.2% | +0.9% |
| 6M | +12.0% | -14.7% | +26.7% | +16.4% |
| YTD | +15.3% | -35.7% | +51.0% | +31.7% |
| 1Y | +22.6% | -37.1% | +59.6% | +40.6% |
| 3Y | +74.7% | -20.0% | +94.7% | +79.2% |
| 5Y | +66.1% | -62.1% | +128.3% | +120.9% |
| All | +223.0% | -38.3% | +261.3% | +260.5% |
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