+377.4%
VT vs FIS
+168.4%
+209.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +0.4% | +1.1% | -0.6% | 0.0% |
| 30D | +1.0% | -2.2% | +3.2% | +1.7% |
| 3M | +2.4% | +2.1% | +0.2% | +0.5% |
| 6M | +12.0% | -14.7% | +26.7% | +17.3% |
| YTD | +15.3% | -35.7% | +51.0% | +35.2% |
| 1Y | +22.6% | -37.1% | +59.6% | +44.4% |
| 3Y | +74.7% | -20.0% | +94.7% | +80.2% |
| 5Y | +66.1% | -62.1% | +128.3% | +125.6% |
| 10Y | +225.0% | -37.4% | +262.4% | +229.1% |
| All | +377.4% | +168.4% | +209.0% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling