+725.0%
VTV vs FIS
+260.4%
+464.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +0.5% | +1.1% | -0.6% | +0.1% |
| 30D | +1.1% | -2.2% | +3.3% | +1.8% |
| 3M | +5.9% | +2.1% | +3.7% | +4.2% |
| 6M | +11.6% | -14.7% | +26.3% | +16.8% |
| YTD | +19.8% | -35.7% | +55.5% | +39.5% |
| 1Y | +26.2% | -37.1% | +63.3% | +47.8% |
| 3Y | +68.5% | -20.0% | +88.5% | +74.3% |
| 5Y | +79.9% | -62.1% | +142.0% | +139.7% |
| 10Y | +229.7% | -37.4% | +267.1% | +238.6% |
| All | +725.0% | +260.4% | +464.6% | +272.7% |
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