-52.4%
FIS vs VCIT
+31.0%
-83.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.3% |
| 7D | +2.8% | -1.4% | +4.2% | +4.0% |
| 30D | -16.7% | +0.6% | -17.3% | -17.2% |
| 3M | -32.3% | -2.2% | -30.1% | -31.1% |
| 6M | -29.1% | -2.3% | -26.7% | -27.8% |
| YTD | -54.1% | -2.2% | -51.9% | -53.4% |
| 1Y | -53.7% | -1.4% | -52.4% | -53.3% |
| 3Y | -38.8% | +18.7% | -57.6% | -46.8% |
| 5Y | -71.1% | +3.6% | -74.7% | -72.2% |
| All | -52.4% | +31.0% | -83.4% | -53.5% |
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