+57.3%
VZ vs FIS
-38.4%
+95.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +5.6% | -21.2% | +26.8% | +7.0% |
| 30D | +1.9% | -12.1% | +13.9% | +2.1% |
| 3M | +0.8% | -30.6% | +31.4% | +3.2% |
| 6M | +0.6% | -35.5% | +36.1% | +3.3% |
| YTD | +20.8% | -54.4% | +75.1% | +28.8% |
| 1Y | +23.9% | -52.9% | +76.8% | +31.5% |
| All | +57.3% | -38.4% | +95.8% | +71.5% |
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 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