+247.1%
VZ vs FIS
+246.2%
+0.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.7% | -6.1% | -1.0% |
| 7D | +0.9% | +1.5% | -0.6% | +0.5% |
| 30D | +8.9% | -11.8% | +20.8% | +10.9% |
| 3M | +0.1% | -28.5% | +28.6% | +7.3% |
| 6M | +1.9% | -27.0% | +28.9% | +8.3% |
| YTD | +22.0% | -53.1% | +75.1% | +44.0% |
| 1Y | +22.1% | -52.8% | +74.9% | +43.7% |
| 3Y | +58.7% | -37.5% | +96.2% | +70.1% |
| 5Y | +22.3% | -71.1% | +93.4% | +55.4% |
| 10Y | +71.6% | -52.0% | +123.7% | +79.7% |
| All | +247.1% | +246.2% | +0.9% | +104.4% |
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