+220.1%
AZN vs VCIT
+29.2%
+190.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.8% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | -3.1% | -0.5% | -2.5% | -2.7% |
| 3M | -14.4% | -0.9% | -13.5% | -13.9% |
| 6M | -19.5% | -1.9% | -17.6% | -18.3% |
| YTD | -13.8% | -1.0% | -12.8% | -13.1% |
| 1Y | -2.4% | +0.2% | -2.6% | -2.3% |
| 3Y | +21.3% | +19.0% | +2.3% | +9.6% |
| 5Y | +53.6% | +3.1% | +50.6% | +47.2% |
| 10Y | +220.1% | +29.8% | +190.4% | +196.5% |
| All | +220.1% | +29.2% | +190.9% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling