+243.5%
VZ vs FIS
+236.8%
+6.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +5.6% | -21.2% | +26.8% | +10.7% |
| 30D | +1.9% | -12.1% | +13.9% | +3.8% |
| 3M | +0.8% | -30.6% | +31.4% | +8.9% |
| 6M | +0.6% | -35.5% | +36.1% | +10.2% |
| YTD | +20.8% | -54.4% | +75.1% | +43.5% |
| 1Y | +23.9% | -52.9% | +76.8% | +46.0% |
| 3Y | +55.7% | -38.7% | +94.3% | +67.7% |
| 5Y | +21.5% | -70.4% | +92.0% | +53.3% |
| 10Y | +68.5% | -52.8% | +121.2% | +77.0% |
| All | +243.5% | +236.8% | +6.8% | +103.8% |
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