+306.8%
VZ vs VCIT
+98.3%
+208.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +7.9% | -0.8% | +8.7% | +8.1% |
| 3M | +13.6% | -1.0% | +14.7% | +13.9% |
| 6M | +1.1% | -1.8% | +2.9% | +1.5% |
| YTD | +29.3% | -0.7% | +30.0% | +29.5% |
| 1Y | +21.2% | +1.0% | +20.3% | +20.9% |
| 3Y | +75.9% | +18.8% | +57.0% | +69.3% |
| 5Y | +24.1% | +3.5% | +20.6% | +20.2% |
| 10Y | +62.4% | +29.2% | +33.2% | +57.7% |
| All | +306.8% | +98.3% | +208.5% | +371.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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