+392.6%
STM vs VCIT
+28.8%
+363.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.6% | +4.6% |
| 7D | -10.7% | +0.1% | -10.8% | -11.0% |
| 30D | -25.7% | +1.9% | -27.7% | -28.3% |
| 3M | -21.6% | -1.4% | -20.1% | -19.8% |
| 6M | -27.8% | -2.1% | -25.7% | -25.0% |
| YTD | +61.8% | -1.6% | +63.4% | +67.1% |
| 1Y | +78.1% | -0.9% | +79.0% | +81.9% |
| 3Y | +4.9% | +20.0% | -15.1% | -19.9% |
| 5Y | -14.3% | +3.1% | -17.4% | -18.5% |
| All | +392.6% | +28.8% | +363.8% | +348.6% |
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 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