+367.1%
VT vs FIS
+92.9%
+274.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -23.7% | +25.4% | +10.7% |
| 7D | -0.3% | -18.4% | +18.1% | +5.5% |
| 30D | -1.4% | -11.4% | +9.9% | +0.7% |
| 3M | -1.4% | -32.0% | +30.6% | +11.4% |
| 6M | +5.5% | -35.6% | +41.1% | +20.5% |
| YTD | +12.8% | -53.8% | +66.6% | +46.5% |
| 1Y | +15.4% | -51.1% | +66.5% | +46.2% |
| 3Y | +76.9% | -37.9% | +114.8% | +95.8% |
| 5Y | +60.4% | -69.6% | +130.0% | +129.4% |
| 10Y | +232.8% | -52.2% | +285.0% | +262.6% |
| All | +367.1% | +92.9% | +274.2% | +124.6% |
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 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