-49.5%
SMR vs VCIT
+8.0%
-57.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.1% | +16.4% | +16.4% |
| 7D | -9.6% | +0.1% | -9.7% | -9.8% |
| 30D | -33.8% | +1.9% | -35.7% | -35.8% |
| 3M | -46.4% | -1.4% | -44.9% | -45.0% |
| 6M | -62.4% | -2.1% | -60.3% | -60.9% |
| YTD | -64.1% | -1.6% | -62.5% | -62.8% |
| 1Y | -84.3% | -0.9% | -83.4% | -83.9% |
| 3Y | +55.8% | +20.0% | +35.9% | +35.1% |
| All | -49.5% | +8.0% | -57.5% | -55.7% |
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