-15.6%
Z vs VCLT
+21.5%
-37.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +4.0% |
| 7D | +0.8% | -2.3% | +3.1% | +3.9% |
| 30D | +5.2% | +0.8% | +4.4% | +4.7% |
| 3M | -17.0% | -2.7% | -14.4% | -13.5% |
| 6M | -22.7% | -4.3% | -18.4% | -17.5% |
| YTD | -56.3% | -4.3% | -52.0% | -53.4% |
| 1Y | -57.7% | -4.4% | -53.3% | -54.7% |
| 3Y | -16.5% | +13.8% | -30.3% | -25.7% |
| 5Y | -53.4% | -17.0% | -36.4% | -41.2% |
| All | -15.6% | +21.5% | -37.2% | -6.1% |
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