-40.7%
FIS vs VCLT
+17.0%
-57.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.7% |
| 7D | -8.9% | -1.3% | -7.6% | -8.4% |
| 30D | -9.9% | -1.1% | -8.8% | -9.5% |
| 3M | 0.0% | -3.7% | +3.7% | +1.6% |
| 6M | -22.9% | -4.0% | -18.9% | -21.5% |
| YTD | -40.9% | -3.4% | -37.5% | -40.0% |
| 1Y | -40.4% | -4.1% | -36.3% | -39.3% |
| 3Y | -25.4% | +11.0% | -36.3% | -29.1% |
| 5Y | -64.8% | -17.0% | -47.8% | -62.5% |
| All | -40.7% | +17.0% | -57.7% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VCLT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling