-60.0%
Z vs VCLT
-4.8%
-55.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | +0.8% |
| 7D | -4.9% | -1.9% | -3.0% | -0.4% |
| 30D | +3.0% | +1.4% | +1.5% | +0.9% |
| 3M | -13.4% | -1.8% | -11.6% | -9.7% |
| 6M | -27.3% | -3.9% | -23.4% | -21.9% |
| YTD | -57.8% | -3.9% | -53.9% | -54.8% |
| 1Y | -60.0% | -4.7% | -55.3% | -56.0% |
| All | -60.0% | -4.8% | -55.2% | -56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling