+29.3%
VCIT vs ZBRA
+411.1%
-381.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | 0.0% |
| 7D | +0.1% | +2.6% | -2.5% | 0.0% |
| 30D | -0.8% | -6.4% | +5.6% | -0.6% |
| 3M | -0.5% | +51.3% | -51.8% | -1.8% |
| 6M | -1.4% | +60.5% | -61.9% | -2.9% |
| YTD | -0.8% | +45.2% | -46.0% | -2.1% |
| 1Y | +0.3% | +12.3% | -12.0% | -0.3% |
| 3Y | +19.2% | +37.5% | -18.3% | +17.1% |
| 5Y | +3.6% | -39.2% | +42.8% | +2.8% |
| 10Y | +29.3% | +417.0% | -387.7% | +27.7% |
| All | +29.3% | +411.1% | -381.8% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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