-23.6%
FIS vs VCLT
+12.2%
-35.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -3.5% | +0.3% | -3.8% | -3.6% |
| 30D | -7.8% | -0.6% | -7.3% | -7.6% |
| 3M | +0.8% | -2.2% | +3.1% | +2.0% |
| 6M | -21.9% | -2.9% | -19.0% | -20.8% |
| YTD | -39.5% | -2.1% | -37.4% | -38.9% |
| 1Y | -41.0% | -2.6% | -38.4% | -40.2% |
| 3Y | -23.6% | +12.5% | -36.1% | -29.3% |
| All | -23.6% | +12.2% | -35.9% | -29.3% |
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