+96.1%
VCIT vs ZBH
+115.9%
-19.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +0.1% | +11.7% | -11.6% | -0.1% |
| 30D | +1.9% | +19.3% | -17.4% | +1.5% |
| 3M | -1.4% | +8.9% | -10.4% | -1.7% |
| 6M | -2.1% | +28.2% | -30.3% | -2.7% |
| YTD | -1.6% | +18.4% | -20.0% | -2.1% |
| 1Y | -0.9% | +20.6% | -21.5% | -1.4% |
| 3Y | +20.0% | -0.6% | +20.6% | +19.7% |
| 5Y | +3.1% | -19.7% | +22.9% | +3.0% |
| 10Y | +28.7% | +14.7% | +14.0% | +28.8% |
| All | +96.1% | +115.9% | -19.8% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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