+78.5%
VTV vs FIS
-38.7%
+117.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -0.3% |
| 7D | +2.9% | +2.8% | +0.1% | +2.5% |
| 30D | +3.8% | -16.7% | +20.5% | +5.0% |
| 3M | +1.6% | -32.3% | +33.8% | +6.2% |
| 6M | +11.2% | -29.1% | +40.3% | +15.0% |
| YTD | +22.0% | -54.1% | +76.1% | +38.7% |
| 1Y | +24.9% | -53.7% | +78.6% | +41.6% |
| 3Y | +78.5% | -38.8% | +117.3% | +85.8% |
| All | +78.5% | -38.7% | +117.2% | +85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling