+225.8%
FIS vs VFC
+367.4%
-141.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -27.4% | +3.5% | -30.9% | -28.5% |
| 30D | -16.8% | +38.3% | -55.1% | -25.0% |
| 3M | -32.6% | +40.2% | -72.8% | -39.6% |
| 6M | -33.4% | +10.6% | -44.0% | -36.7% |
| YTD | -56.0% | +16.7% | -72.8% | -59.3% |
| 1Y | -55.1% | +45.0% | -100.1% | -61.3% |
| 3Y | -41.4% | +48.8% | -90.2% | -57.7% |
| 5Y | -72.7% | -67.6% | -5.1% | -66.1% |
| 10Y | -55.5% | -47.5% | -7.9% | -58.6% |
| All | +225.8% | +367.4% | -141.6% | +2.1% |
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