+72.6%
VZ vs FIS
-53.2%
+125.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.1% |
| 7D | +1.5% | +2.8% | -1.4% | +0.9% |
| 30D | +4.4% | -16.7% | +21.1% | +6.5% |
| 3M | -2.4% | -32.3% | +29.9% | +3.3% |
| 6M | +1.4% | -29.1% | +30.5% | +6.2% |
| YTD | +21.4% | -54.1% | +75.5% | +37.1% |
| 1Y | +20.3% | -53.7% | +74.0% | +35.5% |
| 3Y | +57.4% | -38.8% | +96.2% | +65.3% |
| 5Y | +21.9% | -71.1% | +93.0% | +46.8% |
| All | +72.6% | -53.2% | +125.8% | +82.9% |
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