-64.8%
FIS vs VCLT
-17.3%
-47.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.7% |
| 7D | -8.9% | -1.3% | -7.6% | -8.4% |
| 30D | -9.9% | -1.1% | -8.8% | -9.5% |
| 3M | 0.0% | -3.7% | +3.7% | +1.6% |
| 6M | -22.9% | -4.0% | -18.9% | -21.5% |
| YTD | -40.9% | -3.4% | -37.5% | -40.0% |
| 1Y | -40.4% | -4.1% | -36.3% | -39.3% |
| 3Y | -25.4% | +11.0% | -36.3% | -29.1% |
| 5Y | -64.8% | -17.0% | -47.8% | -65.8% |
| All | -64.8% | -17.3% | -47.5% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling