+31.2%
VCIT vs SFM
+140.2%
-109.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | -1.4% | +6.0% | -7.5% | -1.5% |
| 30D | +0.6% | -19.5% | +20.0% | +0.8% |
| 3M | -2.2% | -37.0% | +34.8% | -1.8% |
| 6M | -2.3% | -41.0% | +38.7% | -1.8% |
| YTD | -2.2% | -34.6% | +32.5% | -1.9% |
| 1Y | -1.4% | -36.3% | +34.9% | -1.0% |
| 3Y | +18.7% | +24.5% | -5.8% | +17.9% |
| 5Y | +3.6% | +115.9% | -112.3% | +2.2% |
| All | +31.2% | +140.2% | -109.0% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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