+74.2%
ZTS vs VCIT
+28.8%
+45.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +11.7% | +1.9% | +9.8% | +9.7% |
| 3M | +3.5% | -1.4% | +4.9% | +5.0% |
| 6M | -27.6% | -2.1% | -25.5% | -26.0% |
| YTD | -35.5% | -1.6% | -33.8% | -34.3% |
| 1Y | -32.1% | -0.9% | -31.2% | -31.3% |
| 3Y | -49.1% | +20.0% | -69.1% | -56.6% |
| 5Y | -61.0% | +3.1% | -64.2% | -62.9% |
| All | +74.2% | +28.8% | +45.4% | +65.8% |
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