+376.5%
FIS vs VMC
+610.1%
-233.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | +1.1% | -4.3% | +5.4% | +2.6% |
| 30D | -2.2% | -8.2% | +6.0% | +0.6% |
| 3M | +2.1% | -7.0% | +9.2% | +4.4% |
| 6M | -14.7% | -10.8% | -3.9% | -12.1% |
| YTD | -35.7% | -7.4% | -28.3% | -34.9% |
| 1Y | -37.1% | -9.5% | -27.6% | -35.9% |
| 3Y | -20.0% | +20.5% | -40.5% | -27.2% |
| 5Y | -62.1% | +51.6% | -113.7% | -68.6% |
| 10Y | -37.4% | +150.0% | -187.4% | -59.0% |
| All | +376.5% | +610.1% | -233.6% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling