+98.0%
VCIT vs STT
+591.7%
-493.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | -0.8% | +3.9% | -4.6% | -0.8% |
| 3M | -1.0% | +20.0% | -21.0% | -1.1% |
| 6M | -1.8% | +55.3% | -57.2% | -2.0% |
| YTD | -0.7% | +53.3% | -54.0% | -0.9% |
| 1Y | +1.0% | +74.7% | -73.7% | +0.7% |
| 3Y | +18.8% | +205.8% | -187.0% | +18.4% |
| 5Y | +3.5% | +145.0% | -141.5% | +2.8% |
| 10Y | +29.2% | +266.0% | -236.8% | +29.4% |
| All | +98.0% | +591.7% | -493.8% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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