+96.3%
VCIT vs STT
+488.3%
-392.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.7% | +4.9% | +0.2% |
| 7D | +0.5% | -4.9% | +5.4% | +0.5% |
| 30D | +2.1% | -6.0% | +8.1% | +2.1% |
| 3M | -1.6% | -11.7% | +10.1% | -1.5% |
| 6M | -1.6% | +11.7% | -13.3% | -1.6% |
| YTD | -1.5% | +30.4% | -31.9% | -1.6% |
| 1Y | -0.4% | +43.9% | -44.3% | -0.5% |
| 3Y | +19.6% | +165.4% | -145.8% | +19.2% |
| 5Y | +3.3% | +101.0% | -97.7% | +2.6% |
| 10Y | +28.9% | +210.7% | -181.8% | +29.1% |
| All | +96.3% | +488.3% | -392.0% | +102.9% |
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