-52.0%
FIS vs VMC
+129.3%
-181.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.0% | +7.7% | +7.0% |
| 7D | +1.5% | -4.3% | +5.8% | +2.9% |
| 30D | -11.8% | +16.2% | -28.0% | -16.6% |
| 3M | -28.5% | -0.8% | -27.7% | -28.8% |
| 6M | -27.0% | +1.2% | -28.2% | -28.1% |
| YTD | -53.1% | +0.5% | -53.6% | -54.1% |
| 1Y | -52.8% | -2.9% | -49.8% | -53.2% |
| 3Y | -37.5% | +37.3% | -74.8% | -46.1% |
| 5Y | -71.1% | +48.8% | -119.9% | -76.2% |
| 10Y | -52.0% | +131.4% | -183.4% | -68.6% |
| All | -52.0% | +129.3% | -181.3% | -68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling