+26.4%
FISV vs VCIT
+29.7%
-3.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | +22.3% | +0.7% | +21.6% | +21.6% |
| 30D | +39.2% | +1.8% | +37.4% | +37.3% |
| 3M | +21.2% | -1.6% | +22.8% | +22.8% |
| 6M | +14.5% | -2.1% | +16.6% | +16.4% |
| YTD | -5.4% | -1.6% | -3.9% | -4.2% |
| 1Y | -0.3% | -0.8% | +0.5% | +0.4% |
| 3Y | -46.8% | +19.9% | -66.7% | -53.5% |
| 5Y | -36.2% | +3.3% | -39.6% | -38.1% |
| 10Y | +26.4% | +30.6% | -4.2% | +24.1% |
| All | +26.4% | +29.7% | -3.3% | +24.1% |
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