-0.9%
VCIT vs STZ
+13.3%
-14.2%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | +0.1% | +4.9% | -4.8% | 0.0% |
| 30D | +1.9% | +20.9% | -19.0% | +1.6% |
| 3M | -1.4% | +8.0% | -9.4% | -1.7% |
| 6M | -2.1% | -5.3% | +3.2% | -2.2% |
| YTD | -1.6% | +5.9% | -7.6% | -2.0% |
| 1Y | -0.9% | +14.2% | -15.1% | -1.6% |
| All | -0.9% | +13.3% | -14.2% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling