+29.8%
VCIT vs AZO
+300.1%
-270.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -0.2% | -0.8% | +0.6% | -0.2% |
| 30D | -0.5% | -5.1% | +4.6% | -0.4% |
| 3M | -0.9% | -7.2% | +6.3% | -0.7% |
| 6M | -1.9% | -20.7% | +18.8% | -1.2% |
| YTD | -1.0% | -14.2% | +13.2% | -0.6% |
| 1Y | +0.2% | -32.2% | +32.4% | +1.4% |
| 3Y | +19.0% | +11.1% | +7.9% | +18.2% |
| 5Y | +3.1% | +87.6% | -84.5% | +0.3% |
| 10Y | +29.8% | +302.9% | -273.2% | +23.8% |
| All | +29.8% | +300.1% | -270.3% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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