+12.6%
VCIT vs SITM
+3,415.8%
-3,403.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.6% | -9.6% | -0.1% |
| 7D | +0.7% | +9.4% | -8.6% | +0.6% |
| 30D | +1.8% | -25.4% | +27.2% | +2.1% |
| 3M | -1.6% | -37.0% | +35.4% | -1.1% |
| 6M | -2.1% | -45.1% | +43.0% | -1.6% |
| YTD | -1.6% | +29.4% | -31.0% | -2.4% |
| 1Y | -0.8% | +39.8% | -40.6% | -1.8% |
| 3Y | +19.9% | +328.2% | -308.3% | +15.9% |
| 5Y | +3.3% | +87.4% | -84.0% | -0.2% |
| All | +12.6% | +3,415.8% | -3,403.2% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling