-18.8%
FIS vs VFC
-24.5%
+5.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.2% |
| 7D | +1.1% | -1.6% | +2.7% | +1.3% |
| 30D | -2.2% | -11.6% | +9.4% | -0.8% |
| 3M | +2.1% | -18.1% | +20.2% | +4.1% |
| 6M | -14.7% | -27.4% | +12.7% | -12.0% |
| YTD | -35.7% | -24.8% | -10.9% | -34.0% |
| 1Y | -37.1% | -8.2% | -28.9% | -37.2% |
| All | -18.8% | -24.5% | +5.7% | -23.9% |
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