+73.1%
SPYM vs VCIT
+3.7%
+69.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +2.6% | -1.4% | +4.0% | +3.9% |
| 30D | -2.0% | +0.6% | -2.6% | -2.5% |
| 3M | -2.8% | -2.2% | -0.6% | -0.8% |
| 6M | +2.2% | -2.3% | +4.5% | +4.4% |
| YTD | +11.5% | -2.2% | +13.7% | +13.9% |
| 1Y | +13.5% | -1.4% | +14.9% | +15.0% |
| 3Y | +78.0% | +18.7% | +59.3% | +52.8% |
| All | +73.1% | +3.7% | +69.4% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling