-54.5%
FIS vs VCIT
+28.8%
-83.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -25.5% | +0.1% | -25.6% | -25.6% |
| 30D | -15.1% | +1.9% | -17.0% | -16.4% |
| 3M | -32.1% | -1.4% | -30.7% | -31.4% |
| 6M | -36.1% | -2.1% | -33.9% | -35.1% |
| YTD | -55.4% | -1.6% | -53.8% | -54.9% |
| 1Y | -53.9% | -0.9% | -53.0% | -53.6% |
| 3Y | -39.8% | +20.0% | -59.7% | -48.0% |
| 5Y | -71.1% | +3.1% | -74.2% | -72.1% |
| All | -54.5% | +28.8% | -83.3% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling