+28.9%
VCIT vs SFM
+138.2%
-109.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | -0.1% |
| 7D | +0.1% | -1.2% | +1.3% | +0.1% |
| 30D | +1.9% | -24.8% | +26.7% | +2.2% |
| 3M | -1.4% | -43.7% | +42.2% | -0.9% |
| 6M | -2.1% | -37.3% | +35.1% | -1.7% |
| YTD | -1.6% | -38.4% | +36.7% | -1.2% |
| 1Y | -0.9% | -36.9% | +36.0% | -0.5% |
| 3Y | +20.0% | +20.7% | -0.7% | +19.2% |
| 5Y | +3.1% | +103.5% | -100.3% | +1.9% |
| All | +28.9% | +138.2% | -109.3% | +27.1% |
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