+98.0%
VCIT vs SM
+33.9%
+64.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -0.8% | +26.3% | -27.1% | -0.8% |
| 3M | -1.0% | +8.7% | -9.7% | -1.0% |
| 6M | -1.8% | +51.7% | -53.5% | -2.0% |
| YTD | -0.7% | +99.0% | -99.7% | -1.0% |
| 1Y | +1.0% | +34.6% | -33.6% | +0.8% |
| 3Y | +18.8% | -7.8% | +26.6% | +18.7% |
| 5Y | +3.5% | +104.8% | -101.3% | +3.0% |
| 10Y | +29.2% | +7.2% | +22.0% | +25.7% |
| All | +98.0% | +33.9% | +64.0% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling