+342.5%
FISV vs VCIT
+98.3%
+244.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -2.1% | -0.8% | -1.3% | -1.8% |
| 3M | -5.7% | -1.0% | -4.7% | -5.4% |
| 6M | -15.3% | -1.8% | -13.5% | -14.7% |
| YTD | -21.1% | -0.7% | -20.4% | -20.9% |
| 1Y | -61.1% | +1.0% | -62.1% | -61.1% |
| 3Y | -56.8% | +18.8% | -75.7% | -59.2% |
| 5Y | -54.2% | +3.5% | -57.7% | -56.1% |
| 10Y | +1.6% | +29.2% | -27.6% | +2.9% |
| All | +342.5% | +98.3% | +244.2% | +592.6% |
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