+27.1%
FISV vs VCIT
+30.9%
-3.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.0% | -0.5% | +3.5% | +3.4% |
| 30D | +38.8% | +1.5% | +37.3% | +37.3% |
| 3M | +21.2% | -1.0% | +22.2% | +22.2% |
| 6M | +17.5% | -1.7% | +19.1% | +19.1% |
| YTD | -4.9% | -1.4% | -3.5% | -3.8% |
| 1Y | -0.6% | -0.9% | +0.4% | +0.2% |
| 3Y | -47.4% | +19.8% | -67.2% | -54.0% |
| 5Y | -36.0% | +4.6% | -40.7% | -38.5% |
| 10Y | +27.1% | +31.5% | -4.4% | +24.2% |
| All | +27.1% | +30.9% | -3.8% | +24.2% |
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