+2,108.4%
STX vs VCIT
+30.9%
+2,077.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | 0.0% | +10.0% | +10.0% |
| 7D | -1.0% | -0.5% | -0.5% | -0.6% |
| 30D | -26.8% | +1.5% | -28.2% | -27.8% |
| 3M | -32.7% | -1.0% | -31.7% | -32.3% |
| 6M | -33.7% | -1.7% | -32.1% | -32.9% |
| YTD | +101.0% | -1.4% | +102.4% | +103.4% |
| 1Y | +92.7% | -0.9% | +93.6% | +94.5% |
| 3Y | +708.7% | +19.8% | +688.9% | +604.2% |
| 5Y | +504.0% | +4.6% | +499.4% | +467.4% |
| 10Y | +2,108.4% | +31.5% | +2,076.8% | +2,095.3% |
| All | +2,108.4% | +30.9% | +2,077.4% | +2,095.3% |
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