+96.3%
VCIT vs STZ
+908.2%
-811.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.2% |
| 7D | +0.5% | +11.8% | -11.3% | +0.3% |
| 30D | +2.1% | +26.0% | -23.9% | +1.7% |
| 3M | -1.6% | +11.5% | -13.1% | -1.8% |
| 6M | -1.6% | -2.0% | +0.4% | -1.6% |
| YTD | -1.5% | +7.9% | -9.4% | -1.7% |
| 1Y | -0.4% | +13.9% | -14.3% | -0.7% |
| 3Y | +19.6% | -35.8% | +55.4% | +20.1% |
| 5Y | +3.3% | -28.4% | +31.7% | +3.6% |
| 10Y | +28.9% | +7.1% | +21.8% | +29.3% |
| All | +96.3% | +908.2% | -811.9% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling