-52.4%
FIS vs VFC
-48.6%
-3.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +0.9% | +3.4% |
| 7D | +2.8% | +1.6% | +1.2% | +2.5% |
| 30D | -16.7% | +25.5% | -42.2% | -21.2% |
| 3M | -32.3% | +41.3% | -73.6% | -37.7% |
| 6M | -29.1% | +22.2% | -51.3% | -33.2% |
| YTD | -54.1% | +16.4% | -70.5% | -56.7% |
| 1Y | -53.7% | +38.4% | -92.1% | -58.2% |
| 3Y | -38.8% | +56.2% | -95.1% | -53.4% |
| 5Y | -71.1% | -68.2% | -2.9% | -63.0% |
| All | -52.4% | -48.6% | -3.7% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling