+65.5%
VZ vs FIS
-54.6%
+120.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | +2.2% | -29.4% | +31.7% | +7.6% |
| 30D | +10.6% | -16.7% | +27.3% | +12.9% |
| 3M | -0.6% | -33.0% | +32.4% | +5.4% |
| 6M | +0.7% | -33.3% | +34.1% | +6.7% |
| YTD | +20.6% | -56.0% | +76.6% | +37.3% |
| 1Y | +22.7% | -54.6% | +77.3% | +38.8% |
| 3Y | +57.2% | -40.6% | +97.9% | +66.1% |
| 5Y | +21.4% | -71.9% | +93.3% | +46.8% |
| 10Y | +65.5% | -55.3% | +120.8% | +77.5% |
| All | +65.5% | -54.6% | +120.1% | +77.5% |
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