+228.7%
VTV vs FIS
-39.8%
+268.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -1.1% | -7.9% | +6.8% | +1.4% |
| 30D | -1.0% | -8.0% | +6.9% | +1.3% |
| 3M | +4.6% | +0.6% | +4.0% | +3.7% |
| 6M | +13.5% | -22.2% | +35.7% | +21.4% |
| YTD | +18.5% | -40.8% | +59.3% | +38.3% |
| 1Y | +22.9% | -41.5% | +64.4% | +43.7% |
| 3Y | +67.8% | -25.5% | +93.3% | +76.2% |
| 5Y | +81.8% | -64.8% | +146.6% | +146.0% |
| All | +228.7% | -39.8% | +268.5% | +270.9% |
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