+39.1%
VCIT vs Z
+9.5%
+29.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.6% | +10.9% | +0.6% |
| 7D | +0.5% | -2.3% | +2.7% | +0.5% |
| 30D | +2.1% | +9.4% | -7.3% | +1.7% |
| 3M | -1.6% | -16.1% | +14.5% | -1.2% |
| 6M | -1.6% | -30.4% | +28.8% | -0.6% |
| YTD | -1.5% | -55.6% | +54.1% | +0.8% |
| 1Y | -0.4% | -58.5% | +58.1% | +2.1% |
| 3Y | +19.6% | -19.6% | +39.2% | +19.2% |
| 5Y | +3.3% | -54.1% | +57.4% | +3.5% |
| 10Y | +28.9% | -12.1% | +41.0% | +26.3% |
| All | +39.1% | +9.5% | +29.6% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling