+680.7%
AZN vs VCIT
+96.5%
+584.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +1.5% | +0.7% | +0.8% | +1.2% |
| 30D | +19.0% | +1.8% | +17.2% | +18.0% |
| 3M | +17.3% | -1.6% | +18.9% | +18.2% |
| 6M | +3.6% | -2.1% | +5.7% | +4.6% |
| YTD | +4.1% | -1.6% | +5.7% | +4.9% |
| 1Y | +13.1% | -0.8% | +13.9% | +13.7% |
| 3Y | +55.8% | +19.9% | +35.8% | +46.8% |
| 5Y | +66.5% | +3.3% | +63.1% | +59.9% |
| 10Y | +329.7% | +30.6% | +299.1% | +318.5% |
| All | +680.7% | +96.5% | +584.2% | +864.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling