+3.5%
VCIT vs Z
-55.4%
+58.9%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | 0.0% |
| 7D | +0.1% | -4.6% | +4.7% | +0.3% |
| 30D | +1.9% | +8.3% | -6.4% | +1.4% |
| 3M | -1.4% | -11.6% | +10.2% | -1.1% |
| 6M | -2.1% | -33.6% | +31.5% | -0.4% |
| YTD | -1.6% | -56.7% | +55.0% | +2.1% |
| 1Y | -0.9% | -59.1% | +58.2% | +3.1% |
| 3Y | +20.0% | -20.4% | +40.3% | +18.7% |
| All | +3.5% | -55.4% | +58.9% | +2.5% |
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