+65.5%
VZ vs VCLT
+18.4%
+47.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +2.1% | +0.3% | +1.9% | +2.1% |
| 30D | +1.4% | +3.7% | -2.3% | +0.7% |
| 3M | -1.3% | -1.0% | -0.3% | -1.1% |
| 6M | -0.5% | -3.4% | +2.8% | +0.1% |
| YTD | +19.6% | -2.6% | +22.3% | +20.1% |
| 1Y | +22.4% | -3.3% | +25.7% | +23.0% |
| 3Y | +55.9% | +17.3% | +38.6% | +50.8% |
| 5Y | +20.4% | -17.0% | +37.4% | +21.6% |
| All | +65.5% | +18.4% | +47.2% | +53.7% |
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