+53.4%
VT vs FIS
-70.4%
+123.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.8% | -3.9% |
| 7D | -4.2% | -21.2% | +17.0% | -1.0% |
| 30D | -5.8% | -12.1% | +6.3% | -4.9% |
| 3M | -5.2% | -30.6% | +25.4% | +0.2% |
| 6M | +0.1% | -35.5% | +35.6% | +7.0% |
| YTD | +8.2% | -54.4% | +62.6% | +25.0% |
| 1Y | +10.1% | -52.9% | +63.0% | +26.2% |
| 3Y | +69.7% | -38.7% | +108.3% | +79.6% |
| 5Y | +53.4% | -70.4% | +123.8% | +90.1% |
| All | +53.4% | -70.4% | +123.7% | +90.1% |
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