+5.5%
VT vs FIS
-34.5%
+40.0%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -23.7% | +25.4% | +0.3% |
| 7D | -0.3% | -18.4% | +18.1% | -1.4% |
| 30D | -1.4% | -11.4% | +9.9% | -2.2% |
| 3M | -1.4% | -32.0% | +30.6% | -3.4% |
| 6M | +5.5% | -35.6% | +41.1% | +2.1% |
| All | +5.5% | -34.5% | +40.0% | +2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling