+225.8%
FIS vs VMC
+678.3%
-452.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -27.4% | +1.1% | -28.5% | -28.1% |
| 30D | -16.8% | +17.7% | -34.5% | -21.7% |
| 3M | -32.6% | +1.1% | -33.7% | -33.3% |
| 6M | -33.4% | +1.8% | -35.2% | -34.5% |
| YTD | -56.0% | +1.5% | -57.5% | -57.1% |
| 1Y | -55.1% | -1.1% | -53.9% | -55.8% |
| 3Y | -41.4% | +38.8% | -80.2% | -49.4% |
| 5Y | -72.7% | +49.6% | -122.2% | -77.3% |
| 10Y | -55.5% | +130.6% | -186.1% | -70.1% |
| All | +225.8% | +678.3% | -452.5% | +2.9% |
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