+72.3%
FIS vs VCIT
+96.6%
-24.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.3% |
| 7D | -21.2% | +0.5% | -21.6% | -21.4% |
| 30D | -12.1% | +2.1% | -14.1% | -12.9% |
| 3M | -30.6% | -1.6% | -29.0% | -30.2% |
| 6M | -35.5% | -1.6% | -33.9% | -35.1% |
| YTD | -54.4% | -1.5% | -52.9% | -54.1% |
| 1Y | -52.9% | -0.4% | -52.5% | -52.8% |
| 3Y | -38.7% | +19.6% | -58.2% | -42.9% |
| 5Y | -70.4% | +3.3% | -73.7% | -71.7% |
| 10Y | -52.8% | +28.9% | -81.7% | -53.4% |
| All | +72.3% | +96.6% | -24.4% | +124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling