+28.8%
VCIT vs Z
-1.7%
+30.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | -0.3% | -3.0% | +2.7% | -0.2% |
| 30D | -0.8% | -4.2% | +3.4% | -0.7% |
| 3M | -1.0% | -3.7% | +2.7% | -1.0% |
| 6M | -1.8% | -24.5% | +22.7% | -1.0% |
| YTD | -0.7% | -49.3% | +48.6% | +1.4% |
| 1Y | +1.0% | -58.7% | +59.7% | +3.8% |
| 3Y | +18.8% | -34.1% | +53.0% | +19.3% |
| 5Y | +3.5% | -64.5% | +68.0% | +4.2% |
| All | +28.8% | -1.7% | +30.5% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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