+4.9%
STM vs VCIT
+19.7%
-14.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.6% | +4.7% |
| 7D | -10.7% | +0.1% | -10.8% | -11.1% |
| 30D | -25.7% | +1.9% | -27.7% | -29.1% |
| 3M | -21.6% | -1.4% | -20.1% | -19.0% |
| 6M | -27.8% | -2.1% | -25.7% | -23.8% |
| YTD | +61.8% | -1.6% | +63.4% | +69.3% |
| 1Y | +78.1% | -0.9% | +79.0% | +83.8% |
| 3Y | +4.9% | +20.0% | -15.1% | -20.2% |
| All | +4.9% | +19.7% | -14.8% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling