-41.4%
FIS vs VCLT
+18.4%
-59.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -9.1% | 0.0% | -9.1% | -9.1% |
| 30D | -10.4% | +0.1% | -10.6% | -10.5% |
| 3M | -3.7% | -2.9% | -0.8% | -2.4% |
| 6M | -24.8% | -4.0% | -20.8% | -23.4% |
| YTD | -41.6% | -2.2% | -39.3% | -41.0% |
| 1Y | -42.7% | -2.6% | -40.2% | -42.1% |
| 3Y | -26.2% | +12.3% | -38.5% | -30.3% |
| 5Y | -66.1% | -16.4% | -49.7% | -64.0% |
| All | -41.4% | +18.4% | -59.8% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling