+4.1%
VCIT vs Z
-53.4%
+57.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.6% | -0.3% |
| 7D | -1.4% | +0.8% | -2.3% | -1.5% |
| 30D | +0.6% | +5.2% | -4.6% | +0.2% |
| 3M | -2.2% | -17.0% | +14.8% | -1.5% |
| 6M | -2.3% | -22.7% | +20.3% | -1.4% |
| YTD | -2.2% | -56.3% | +54.1% | +1.4% |
| 1Y | -1.4% | -57.7% | +56.3% | +2.4% |
| 3Y | +18.7% | -16.5% | +35.3% | +17.2% |
| All | +4.1% | -53.4% | +57.5% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling