+857.4%
STM vs VCIT
+98.3%
+759.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | -0.3% | +6.1% | +6.1% |
| 30D | -1.0% | -0.8% | -0.2% | -0.3% |
| 3M | -33.3% | -1.0% | -32.2% | -32.5% |
| 6M | +57.4% | -1.8% | +59.2% | +60.7% |
| YTD | +102.2% | -0.7% | +102.9% | +104.4% |
| 1Y | +99.6% | +1.0% | +98.6% | +99.1% |
| 3Y | +14.5% | +18.8% | -4.3% | +1.2% |
| 5Y | +21.4% | +3.5% | +17.9% | +12.2% |
| 10Y | +695.0% | +29.2% | +665.7% | +671.4% |
| All | +857.4% | +98.3% | +759.2% | +1,871.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling