-65.6%
FIS vs VMC
+52.4%
-118.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.2% | -5.3% |
| 7D | -3.5% | -0.5% | -2.9% | -3.3% |
| 30D | -7.8% | -9.1% | +1.3% | -4.9% |
| 3M | +0.8% | -4.1% | +5.0% | +2.0% |
| 6M | -21.9% | -5.5% | -16.4% | -21.0% |
| YTD | -39.5% | -8.9% | -30.6% | -38.5% |
| 1Y | -41.0% | -12.9% | -28.0% | -39.2% |
| 3Y | -23.6% | +22.1% | -45.8% | -33.3% |
| 5Y | -65.6% | +52.7% | -118.3% | -74.0% |
| All | -65.6% | +52.4% | -118.0% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling