-17.9%
STM vs VCIT
+3.7%
-21.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +0.2% | -12.6% | -12.8% |
| 7D | -20.1% | +0.5% | -20.5% | -20.9% |
| 30D | -32.0% | +2.1% | -34.0% | -34.7% |
| 3M | -24.2% | -1.6% | -22.6% | -22.1% |
| 6M | -29.9% | -1.6% | -28.3% | -27.6% |
| YTD | +54.9% | -1.5% | +56.4% | +60.1% |
| 1Y | +68.0% | -0.4% | +68.4% | +70.5% |
| 3Y | -0.1% | +19.6% | -19.7% | -23.7% |
| 5Y | -17.9% | +3.3% | -21.2% | -34.9% |
| All | -17.9% | +3.7% | -21.6% | -34.9% |
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