+71.6%
VZ vs VCLT
+21.9%
+49.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | +8.9% | +2.8% | +6.1% | +8.4% |
| 3M | +0.1% | -0.4% | +0.5% | +0.2% |
| 6M | +1.9% | -3.1% | +5.0% | +2.5% |
| YTD | +22.0% | -2.7% | +24.7% | +22.5% |
| 1Y | +22.1% | -3.7% | +25.8% | +22.9% |
| 3Y | +58.7% | +15.6% | +43.1% | +53.8% |
| 5Y | +22.3% | -15.8% | +38.1% | +23.3% |
| 10Y | +71.6% | +23.0% | +48.6% | +52.4% |
| All | +71.6% | +21.9% | +49.8% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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