+307.9%
SPYM vs VCIT
+30.3%
+277.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | +0.2% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -3.7% | +1.1% | -4.8% | -4.6% |
| 3M | -2.7% | -1.4% | -1.4% | -1.7% |
| 6M | +2.2% | -2.3% | +4.6% | +4.2% |
| YTD | +10.9% | -1.8% | +12.7% | +12.6% |
| 1Y | +11.3% | -1.0% | +12.3% | +12.3% |
| 3Y | +76.8% | +19.3% | +57.6% | +54.4% |
| 5Y | +73.5% | +3.8% | +69.7% | +65.0% |
| 10Y | +307.9% | +30.6% | +277.4% | +300.8% |
| All | +307.9% | +30.3% | +277.7% | +300.8% |
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