+267.8%
VZ vs FIS
+374.5%
-106.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | +7.9% | -2.2% | +10.1% | +8.4% |
| 3M | +13.6% | +2.1% | +11.5% | +12.7% |
| 6M | +1.1% | -14.7% | +15.8% | +4.4% |
| YTD | +29.3% | -35.7% | +65.0% | +43.0% |
| 1Y | +21.2% | -37.1% | +58.3% | +34.5% |
| 3Y | +75.9% | -20.0% | +95.9% | +79.9% |
| 5Y | +24.1% | -62.1% | +86.2% | +49.4% |
| 10Y | +62.4% | -37.4% | +99.8% | +61.6% |
| All | +267.8% | +374.5% | -106.8% | +103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling