+98.0%
VCIT vs STZ
+786.9%
-689.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.3% | -1.9% | +1.6% | -0.3% |
| 30D | -0.8% | -1.9% | +1.1% | -0.7% |
| 3M | -1.0% | -6.2% | +5.2% | -0.9% |
| 6M | -1.8% | -14.0% | +12.2% | -1.7% |
| YTD | -0.7% | -5.1% | +4.4% | -0.7% |
| 1Y | +1.0% | -9.6% | +10.5% | +1.1% |
| 3Y | +18.8% | -47.2% | +66.1% | +19.7% |
| 5Y | +3.5% | -33.6% | +37.1% | +4.0% |
| 10Y | +29.2% | -9.8% | +39.0% | +29.9% |
| All | +98.0% | +786.9% | -689.0% | +104.7% |
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