+174.6%
ZTS vs VCIT
+49.9%
+124.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | -0.3% | -1.6% | -1.7% |
| 30D | +1.9% | -0.8% | +2.7% | +2.5% |
| 3M | -4.0% | -1.0% | -3.0% | -3.2% |
| 6M | -39.1% | -1.8% | -37.3% | -38.2% |
| YTD | -38.8% | -0.7% | -38.1% | -38.4% |
| 1Y | -49.6% | +1.0% | -50.5% | -49.8% |
| 3Y | -59.0% | +18.8% | -77.8% | -63.5% |
| 5Y | -61.8% | +3.5% | -65.2% | -64.0% |
| 10Y | +61.4% | +29.2% | +32.2% | +54.1% |
| All | +174.6% | +49.9% | +124.8% | +171.5% |
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