+25.5%
VZ vs FIS
-62.1%
+87.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | +7.9% | -2.2% | +10.1% | +8.2% |
| 3M | +13.6% | +2.1% | +11.5% | +13.2% |
| 6M | +1.1% | -14.7% | +15.8% | +2.8% |
| YTD | +29.3% | -35.7% | +65.0% | +36.6% |
| 1Y | +21.2% | -37.1% | +58.3% | +28.3% |
| 3Y | +75.9% | -20.0% | +95.9% | +78.0% |
| All | +25.5% | -62.1% | +87.6% | +41.3% |
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