-51.1%
FIS vs VMC
+3.7%
-54.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +4.6% | -28.3% | -24.0% |
| 7D | -18.4% | +12.3% | -30.8% | -19.7% |
| 30D | -11.4% | +21.2% | -32.6% | -13.7% |
| 3M | -32.0% | +4.6% | -36.6% | -32.7% |
| 6M | -35.6% | +3.9% | -39.5% | -36.2% |
| YTD | -53.8% | +5.0% | -58.8% | -54.8% |
| 1Y | -51.1% | +2.6% | -53.7% | -51.9% |
| All | -51.1% | +3.7% | -54.8% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling