-16.0%
Z vs VCLT
+20.7%
-36.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.5% | -4.2% |
| 7D | -6.5% | +0.2% | -6.7% | -6.6% |
| 30D | -0.1% | +2.3% | -2.4% | -2.5% |
| 3M | -14.1% | -1.1% | -13.1% | -12.3% |
| 6M | -30.1% | -4.2% | -25.9% | -25.6% |
| YTD | -57.5% | -3.4% | -54.1% | -55.2% |
| 1Y | -60.3% | -3.8% | -56.5% | -58.0% |
| 3Y | -21.0% | +14.7% | -35.7% | -30.4% |
| 5Y | -54.9% | -16.7% | -38.2% | -43.5% |
| 10Y | -16.0% | +20.5% | -36.5% | -5.3% |
| All | -16.0% | +20.7% | -36.7% | -5.3% |
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