+21.8%
VZ vs VCLT
-16.7%
+38.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.5% | -2.3% | +3.7% | +2.0% |
| 30D | +4.4% | +0.8% | +3.6% | +4.2% |
| 3M | -2.4% | -2.7% | +0.3% | -1.8% |
| 6M | +1.4% | -4.3% | +5.7% | +2.4% |
| YTD | +21.4% | -4.3% | +25.7% | +22.5% |
| 1Y | +20.3% | -4.4% | +24.6% | +21.4% |
| 3Y | +57.4% | +13.8% | +43.6% | +51.0% |
| All | +21.8% | -16.7% | +38.5% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling