-23.6%
FIS vs VFC
-25.9%
+2.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.9% | -4.0% | -5.7% |
| 7D | -3.5% | +0.8% | -4.3% | -3.5% |
| 30D | -7.8% | -11.9% | +4.1% | -6.4% |
| 3M | +0.8% | -20.2% | +21.0% | +3.1% |
| 6M | -21.9% | -23.0% | +1.1% | -20.0% |
| YTD | -39.5% | -26.2% | -13.3% | -37.8% |
| 1Y | -41.0% | -13.3% | -27.7% | -40.7% |
| 3Y | -23.6% | -25.5% | +1.9% | -28.3% |
| All | -23.6% | -25.9% | +2.3% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling