-3.0%
FISV vs VCIT
+29.2%
-32.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.2% | -4.2% |
| 7D | -6.4% | -0.2% | -6.2% | -6.3% |
| 30D | -6.8% | -0.5% | -6.3% | -6.4% |
| 3M | -10.0% | -0.9% | -9.0% | -9.3% |
| 6M | -20.6% | -1.9% | -18.7% | -19.4% |
| YTD | -27.6% | -1.0% | -26.6% | -27.0% |
| 1Y | -64.3% | +0.2% | -64.6% | -64.3% |
| 3Y | -60.0% | +19.0% | -79.0% | -64.8% |
| 5Y | -57.7% | +3.1% | -60.8% | -58.9% |
| 10Y | -3.0% | +29.8% | -32.7% | -6.9% |
| All | -3.0% | +29.2% | -32.2% | -6.9% |
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