+10,225.1%
STX vs VCIT
+98.3%
+10,126.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.4% | +6.3% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | +1.4% | -0.8% | +2.1% | +1.7% |
| 3M | -8.2% | -1.0% | -7.2% | -7.9% |
| 6M | +127.0% | -1.8% | +128.9% | +128.6% |
| YTD | +209.1% | -0.7% | +209.8% | +210.2% |
| 1Y | +365.4% | +1.0% | +364.4% | +364.5% |
| 3Y | +1,135.4% | +18.8% | +1,116.5% | +1,081.0% |
| 5Y | +991.5% | +3.5% | +988.0% | +924.2% |
| 10Y | +3,695.8% | +29.2% | +3,666.6% | +3,826.9% |
| All | +10,225.1% | +98.3% | +10,126.8% | +20,178.5% |
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