+78.8%
VZ vs FIS
-19.7%
+98.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +0.1% | +1.1% | -1.0% | 0.0% |
| 30D | +7.9% | -2.2% | +10.1% | +8.1% |
| 3M | +13.6% | +2.1% | +11.5% | +13.2% |
| 6M | +1.1% | -14.7% | +15.8% | +2.4% |
| YTD | +29.3% | -35.7% | +65.0% | +36.5% |
| 1Y | +21.2% | -37.1% | +58.3% | +28.3% |
| All | +78.8% | -19.7% | +98.4% | +68.7% |
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 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