+95.8%
VCIT vs ZBRA
+1,068.2%
-972.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.6% |
| 7D | +0.1% | -2.5% | +2.6% | +0.1% |
| 30D | +1.1% | -17.0% | +18.1% | +1.4% |
| 3M | -1.4% | -15.0% | +13.6% | -1.2% |
| 6M | -2.3% | +42.2% | -44.5% | -2.9% |
| YTD | -1.8% | +32.4% | -34.2% | -2.3% |
| 1Y | -1.0% | +23.3% | -24.3% | -1.4% |
| 3Y | +19.3% | +55.9% | -36.6% | +18.2% |
| 5Y | +3.8% | -44.8% | +48.6% | +3.0% |
| 10Y | +30.6% | +371.4% | -340.8% | +33.6% |
| All | +95.8% | +1,068.2% | -972.5% | +109.4% |
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