+73.1%
FIS vs VCLT
+98.6%
-25.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.2% |
| 7D | +2.8% | -2.3% | +5.1% | +3.3% |
| 30D | -16.7% | +0.8% | -17.5% | -16.9% |
| 3M | -32.3% | -2.7% | -29.6% | -31.9% |
| 6M | -29.1% | -4.3% | -24.8% | -28.4% |
| YTD | -54.1% | -4.3% | -49.8% | -53.7% |
| 1Y | -53.7% | -4.4% | -49.4% | -53.3% |
| 3Y | -38.8% | +13.8% | -52.6% | -40.3% |
| 5Y | -71.1% | -17.0% | -54.1% | -71.0% |
| 10Y | -53.1% | +20.9% | -74.0% | -50.1% |
| All | +73.1% | +98.6% | -25.5% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling