-52.8%
FIS vs VMC
-2.2%
-50.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.0% | +7.7% | +6.8% |
| 7D | +1.5% | -4.3% | +5.8% | +1.8% |
| 30D | -11.8% | +16.2% | -28.0% | -14.0% |
| 3M | -28.5% | -0.8% | -27.7% | -29.0% |
| 6M | -27.0% | +1.2% | -28.2% | -27.5% |
| YTD | -53.1% | +0.5% | -53.6% | -54.2% |
| 1Y | -52.8% | -2.9% | -49.8% | -53.5% |
| All | -52.8% | -2.2% | -50.5% | -53.5% |
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