+465.1%
STM vs VCIT
+31.0%
+434.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.9% |
| 7D | +12.0% | -1.4% | +13.4% | +14.7% |
| 30D | -0.4% | +0.6% | -0.9% | -1.6% |
| 3M | -13.2% | -2.2% | -11.0% | -10.2% |
| 6M | -26.1% | -2.3% | -23.8% | -23.0% |
| YTD | +81.2% | -2.2% | +83.4% | +88.9% |
| 1Y | +98.3% | -1.4% | +99.7% | +104.0% |
| 3Y | +16.7% | +18.7% | -2.0% | -9.6% |
| 5Y | -4.8% | +3.6% | -8.4% | -10.1% |
| All | +465.1% | +31.0% | +434.0% | +417.7% |
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