+76.7%
ZTS vs VCIT
+31.1%
+45.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | -1.0% | +0.7% | -1.8% | -1.7% |
| 30D | +10.8% | +1.8% | +9.0% | +8.9% |
| 3M | +14.1% | -1.1% | +15.2% | +15.4% |
| 6M | +0.8% | -1.7% | +2.4% | +2.5% |
| YTD | -33.1% | -1.1% | -32.0% | -32.2% |
| 1Y | -30.0% | -0.4% | -29.6% | -29.5% |
| 3Y | -49.5% | +20.5% | -70.0% | -57.2% |
| 5Y | -60.2% | +3.8% | -64.0% | -62.4% |
| All | +76.7% | +31.1% | +45.6% | +67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling