+280.0%
VZ vs VCIT
+96.6%
+183.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +5.6% | +0.5% | +5.2% | +5.5% |
| 30D | +1.9% | +2.1% | -0.2% | +1.4% |
| 3M | +0.8% | -1.6% | +2.4% | +1.1% |
| 6M | +0.6% | -1.6% | +2.2% | +1.0% |
| YTD | +20.8% | -1.5% | +22.3% | +21.2% |
| 1Y | +23.9% | -0.4% | +24.3% | +24.0% |
| 3Y | +55.7% | +19.6% | +36.1% | +49.7% |
| 5Y | +21.5% | +3.3% | +18.3% | +17.9% |
| 10Y | +68.5% | +28.9% | +39.6% | +64.0% |
| All | +280.0% | +96.6% | +183.3% | +341.4% |
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