-41.4%
FIS vs VCLT
+15.5%
-56.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.4% |
| 7D | -27.4% | +0.2% | -27.6% | -27.6% |
| 30D | -16.8% | +2.3% | -19.1% | -17.9% |
| 3M | -32.6% | -1.1% | -31.6% | -32.4% |
| 6M | -33.4% | -4.2% | -29.2% | -32.1% |
| YTD | -56.0% | -3.4% | -52.7% | -55.4% |
| 1Y | -55.1% | -3.8% | -51.3% | -54.3% |
| All | -41.4% | +15.5% | -56.9% | -45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling