+1,967.8%
STX vs VCIT
+30.3%
+1,937.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.3% |
| 7D | -17.3% | +0.1% | -17.4% | -17.4% |
| 30D | -35.9% | +1.1% | -37.1% | -36.6% |
| 3M | -37.3% | -1.4% | -36.0% | -36.7% |
| 6M | -35.8% | -2.3% | -33.5% | -34.6% |
| YTD | +82.7% | -1.8% | +84.5% | +85.7% |
| 1Y | +71.6% | -1.0% | +72.6% | +73.4% |
| 3Y | +635.3% | +19.3% | +616.0% | +543.2% |
| 5Y | +483.8% | +3.8% | +480.0% | +451.5% |
| 10Y | +1,967.8% | +30.6% | +1,937.2% | +1,975.2% |
| All | +1,967.8% | +30.3% | +1,937.5% | +1,975.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling