+3.8%
VCIT vs SM
-13.5%
+17.3%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.1% |
| 7D | +0.7% | -22.3% | +23.0% | +0.8% |
| 30D | +1.8% | -21.4% | +23.1% | +1.8% |
| 3M | -1.1% | +1.4% | -2.5% | -1.2% |
| 6M | -1.7% | +0.1% | -1.8% | -1.7% |
| YTD | -1.1% | +59.0% | -60.1% | -1.6% |
| 1Y | -0.4% | +64.3% | -64.7% | -0.9% |
| 3Y | +20.5% | -13.1% | +33.6% | +20.0% |
| 5Y | +3.8% | -13.9% | +17.6% | +3.4% |
| All | +3.8% | -13.5% | +17.3% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 5y: compounded portfolio wealth divided by compounded SM 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…
5y analysis · Full analysis span regression · 6 months rolling