-17.4%
FIS vs VMC
+25.7%
-43.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | +1.1% | -4.3% | +5.4% | +2.1% |
| 30D | -2.2% | -8.2% | +6.0% | -0.3% |
| 3M | +2.1% | -7.0% | +9.2% | +3.7% |
| 6M | -14.7% | -10.8% | -3.9% | -12.7% |
| YTD | -35.7% | -7.4% | -28.3% | -35.3% |
| 1Y | -37.1% | -9.5% | -27.6% | -36.4% |
| All | -17.4% | +25.7% | -43.1% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling