-42.7%
FIS vs VMC
-15.3%
-27.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.2% | -3.0% |
| 7D | -9.1% | -5.3% | -3.8% | -8.5% |
| 30D | -10.4% | -12.3% | +1.8% | -9.1% |
| 3M | -3.7% | -10.3% | +6.6% | -2.4% |
| 6M | -24.8% | -8.6% | -16.2% | -23.9% |
| YTD | -41.6% | -11.9% | -29.7% | -41.2% |
| 1Y | -42.7% | -13.9% | -28.8% | -42.1% |
| All | -42.7% | -15.3% | -27.4% | -42.1% |
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