+1,883.6%
STX vs VCIT
+28.8%
+1,854.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -28.5% | +0.1% | -28.6% | -28.6% |
| 30D | -42.9% | +1.9% | -44.8% | -43.9% |
| 3M | -45.9% | -1.4% | -44.5% | -45.3% |
| 6M | -41.3% | -2.1% | -39.2% | -40.3% |
| YTD | +67.9% | -1.6% | +69.6% | +70.4% |
| 1Y | +66.5% | -0.9% | +67.4% | +68.1% |
| 3Y | +588.0% | +20.0% | +568.0% | +499.8% |
| 5Y | +449.1% | +3.1% | +445.9% | +420.3% |
| All | +1,883.6% | +28.8% | +1,854.8% | +1,865.4% |
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