+142.7%
FIS vs VCIT
+98.3%
+44.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | -2.2% | -0.8% | -1.5% | -1.9% |
| 3M | +2.1% | -1.0% | +3.2% | +2.6% |
| 6M | -14.7% | -1.8% | -12.8% | -14.0% |
| YTD | -35.7% | -0.7% | -35.0% | -35.5% |
| 1Y | -37.1% | +1.0% | -38.0% | -37.3% |
| 3Y | -20.0% | +18.8% | -38.9% | -25.4% |
| 5Y | -62.1% | +3.5% | -65.6% | -63.9% |
| 10Y | -37.4% | +29.2% | -66.6% | -38.6% |
| All | +142.7% | +98.3% | +44.5% | +215.5% |
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 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