+78.9%
ZTS vs VCIT
+30.9%
+48.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -7.4% | -0.5% | -6.9% | -7.0% |
| 30D | +9.9% | +1.5% | +8.4% | +8.4% |
| 3M | +10.3% | -1.0% | +11.3% | +11.5% |
| 6M | +9.2% | -1.7% | +10.8% | +11.0% |
| YTD | -32.9% | -1.4% | -31.5% | -31.8% |
| 1Y | -29.7% | -0.9% | -28.8% | -28.9% |
| 3Y | -49.0% | +19.8% | -68.8% | -56.5% |
| 5Y | -59.3% | +4.6% | -63.9% | -61.7% |
| 10Y | +78.9% | +31.5% | +47.4% | +70.6% |
| All | +78.9% | +30.9% | +48.0% | +70.6% |
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 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