+21.0%
STM vs VCIT
+4.1%
+16.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | -0.3% | +6.1% | +6.5% |
| 30D | -1.0% | -0.8% | -0.2% | +0.4% |
| 3M | -33.3% | -1.0% | -32.2% | -31.7% |
| 6M | +57.4% | -1.8% | +59.2% | +63.7% |
| YTD | +102.2% | -0.7% | +102.9% | +106.4% |
| 1Y | +99.6% | +1.0% | +98.6% | +98.4% |
| 3Y | +14.5% | +18.8% | -4.3% | -11.5% |
| All | +21.0% | +4.1% | +16.9% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling