+276.4%
VZ vs VCLT
+102.2%
+174.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 3M | -1.3% | -1.0% | -0.3% | -1.2% |
| 6M | -0.5% | -3.4% | +2.8% | -0.3% |
| YTD | +19.6% | -2.6% | +22.3% | +19.9% |
| 1Y | +22.4% | -3.3% | +25.7% | +22.7% |
| 3Y | +55.9% | +17.3% | +38.6% | +53.8% |
| 5Y | +20.4% | -17.0% | +37.4% | +19.1% |
| 10Y | +66.9% | +18.1% | +48.8% | +69.1% |
| All | +276.4% | +102.2% | +174.3% | +352.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling