-55.5%
FIS vs VCLT
-4.8%
-50.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.3% | -4.8% | -6.0% |
| 7D | -3.5% | -1.9% | -1.6% | -3.3% |
| 30D | -19.4% | +1.4% | -20.9% | -19.9% |
| 3M | -31.6% | -1.8% | -29.8% | -31.6% |
| 6M | -32.5% | -3.9% | -28.6% | -32.2% |
| YTD | -56.0% | -3.9% | -52.0% | -55.7% |
| 1Y | -55.5% | -4.7% | -50.8% | -55.0% |
| All | -55.5% | -4.8% | -50.7% | -55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling