+463.1%
STM vs VCIT
+30.9%
+432.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.4% | -0.5% | +1.9% | +2.2% |
| 30D | -8.4% | +1.5% | -9.8% | -10.8% |
| 3M | -15.8% | -1.0% | -14.8% | -14.7% |
| 6M | -22.8% | -1.7% | -21.2% | -20.5% |
| YTD | +79.4% | -1.4% | +80.7% | +84.4% |
| 1Y | +97.0% | -0.9% | +97.9% | +101.2% |
| 3Y | +14.2% | +19.8% | -5.6% | -12.8% |
| 5Y | -4.5% | +4.6% | -9.1% | -11.1% |
| 10Y | +463.1% | +31.5% | +431.6% | +410.7% |
| All | +463.1% | +30.9% | +432.1% | +410.7% |
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