+21.2%
VZ vs FIS
-72.0%
+93.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +2.4% | -27.4% | +29.8% | +5.7% |
| 30D | +11.2% | -16.8% | +28.0% | +12.7% |
| 3M | 0.0% | -32.6% | +32.6% | +4.0% |
| 6M | +1.3% | -33.4% | +34.7% | +5.4% |
| YTD | +21.3% | -56.0% | +77.3% | +33.0% |
| 1Y | +23.9% | -55.1% | +79.0% | +35.4% |
| 3Y | +57.7% | -41.4% | +99.1% | +64.4% |
| 5Y | +21.2% | -72.7% | +93.9% | +38.7% |
| All | +21.2% | -72.0% | +93.2% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling