+226.1%
FIS vs VFC
+370.5%
-144.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.1% |
| 7D | -29.4% | +7.7% | -37.1% | -31.3% |
| 30D | -16.7% | +39.2% | -55.9% | -25.0% |
| 3M | -33.0% | +40.3% | -73.2% | -39.9% |
| 6M | -33.3% | +11.4% | -44.7% | -36.8% |
| YTD | -56.0% | +17.5% | -73.5% | -59.4% |
| 1Y | -54.6% | +45.9% | -100.4% | -61.0% |
| 3Y | -40.6% | +47.3% | -88.0% | -57.0% |
| 5Y | -71.9% | -67.2% | -4.7% | -65.4% |
| 10Y | -55.3% | -46.1% | -9.2% | -58.9% |
| All | +226.1% | +370.5% | -144.5% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling