+80.5%
VTV vs FIS
-65.9%
+146.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -2.1% | -8.9% | +6.8% | -0.4% |
| 30D | -1.3% | -9.9% | +8.6% | +0.5% |
| 3M | +5.6% | 0.0% | +5.7% | +5.2% |
| 6M | +12.4% | -22.9% | +35.3% | +17.4% |
| YTD | +17.6% | -40.9% | +58.5% | +29.6% |
| 1Y | +23.5% | -40.4% | +63.9% | +35.7% |
| 3Y | +67.0% | -25.4% | +92.4% | +73.8% |
| 5Y | +80.5% | -64.8% | +145.4% | +117.3% |
| All | +80.5% | -65.9% | +146.4% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling