-0.9%
Z vs VCLT
+16.0%
-16.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.3% |
| 7D | -3.0% | -0.5% | -2.5% | -2.3% |
| 30D | -4.2% | -0.9% | -3.3% | -3.0% |
| 3M | -3.7% | -3.2% | -0.5% | +0.6% |
| 6M | -24.5% | -3.8% | -20.7% | -20.5% |
| YTD | -49.3% | -2.0% | -47.3% | -47.8% |
| 1Y | -58.7% | -0.8% | -57.9% | -58.0% |
| 3Y | -34.1% | +12.3% | -46.4% | -41.0% |
| 5Y | -64.5% | -15.4% | -49.1% | -56.8% |
| All | -0.9% | +16.0% | -16.9% | +11.3% |
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