+61.1%
VZ vs VCLT
+15.5%
+45.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +0.2% | +0.3% | -0.1% | +0.2% |
| 30D | +7.1% | -0.6% | +7.7% | +7.2% |
| 3M | +12.8% | -2.2% | +15.1% | +13.3% |
| 6M | +1.8% | -2.9% | +4.7% | +2.3% |
| YTD | +30.0% | -2.1% | +32.0% | +30.4% |
| 1Y | +24.3% | -2.6% | +26.9% | +24.8% |
| 3Y | +84.3% | +12.5% | +71.8% | +79.5% |
| 5Y | +25.9% | -15.3% | +41.2% | +26.9% |
| 10Y | +61.1% | +16.6% | +44.4% | +49.3% |
| All | +61.1% | +15.5% | +45.5% | +49.3% |
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