+13.5%
VCIT vs SITM
+4,507.3%
-4,493.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | -0.1% |
| 7D | +0.1% | +8.4% | -8.3% | 0.0% |
| 30D | -0.8% | -17.4% | +16.7% | -0.5% |
| 3M | -0.5% | -9.8% | +9.3% | -0.5% |
| 6M | -1.4% | +83.0% | -84.4% | -2.5% |
| YTD | -0.8% | +69.6% | -70.4% | -1.9% |
| 1Y | +0.3% | +144.9% | -144.6% | -1.4% |
| 3Y | +19.2% | +429.9% | -410.6% | +15.0% |
| 5Y | +3.6% | +169.2% | -165.6% | -0.3% |
| All | +13.5% | +4,507.3% | -4,493.8% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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