+289.6%
VTI vs FIS
-53.2%
+342.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.7% |
| 7D | +2.5% | +2.8% | -0.3% | +1.5% |
| 30D | -1.5% | -16.7% | +15.2% | +2.1% |
| 3M | -3.2% | -32.3% | +29.1% | +7.5% |
| 6M | +2.3% | -29.1% | +31.4% | +10.8% |
| YTD | +11.6% | -54.1% | +65.8% | +40.7% |
| 1Y | +13.8% | -53.7% | +67.5% | +42.8% |
| 3Y | +77.4% | -38.8% | +116.3% | +94.1% |
| 5Y | +64.6% | -71.1% | +135.7% | +138.0% |
| All | +289.6% | -53.2% | +342.7% | +363.0% |
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