+96.2%
VCIT vs ZBRA
+1,087.6%
-991.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +0.7% | -9.5% | +10.3% | +0.9% |
| 30D | +1.8% | -15.6% | +17.4% | +2.0% |
| 3M | -1.6% | -13.2% | +11.7% | -1.4% |
| 6M | -2.1% | +44.5% | -46.6% | -2.7% |
| YTD | -1.6% | +34.5% | -36.1% | -2.1% |
| 1Y | -0.8% | +25.9% | -26.7% | -1.2% |
| 3Y | +19.9% | +61.3% | -41.4% | +18.9% |
| 5Y | +3.3% | -45.2% | +48.5% | +2.5% |
| 10Y | +30.6% | +386.5% | -355.9% | +33.7% |
| All | +96.2% | +1,087.6% | -991.4% | +109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling