+0.4%
STM vs VCIT
+19.8%
-19.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +0.2% | -12.6% | -12.9% |
| 7D | -20.1% | +0.5% | -20.5% | -21.0% |
| 30D | -32.0% | +2.1% | -34.0% | -35.3% |
| 3M | -24.2% | -1.6% | -22.6% | -21.4% |
| 6M | -29.9% | -1.6% | -28.3% | -26.8% |
| YTD | +54.9% | -1.5% | +56.4% | +61.7% |
| 1Y | +68.0% | -0.4% | +68.4% | +71.6% |
| All | +0.4% | +19.8% | -19.4% | -23.8% |
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