-54.3%
FIS vs VCLT
+22.0%
-76.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.3% | -4.8% | -5.5% |
| 7D | -3.5% | -1.9% | -1.6% | -2.6% |
| 30D | -19.4% | +1.4% | -20.9% | -20.0% |
| 3M | -31.6% | -1.8% | -29.8% | -31.1% |
| 6M | -32.5% | -3.9% | -28.6% | -31.4% |
| YTD | -56.0% | -3.9% | -52.0% | -55.3% |
| 1Y | -55.5% | -4.7% | -50.8% | -54.6% |
| 3Y | -41.3% | +14.1% | -55.4% | -45.0% |
| 5Y | -72.3% | -16.6% | -55.6% | -70.4% |
| All | -54.3% | +22.0% | -76.3% | -54.8% |
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