-34.0%
Z vs VCLT
+12.9%
-46.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.3% |
| 7D | -3.0% | -0.5% | -2.5% | -2.1% |
| 30D | -4.2% | -0.9% | -3.3% | -2.5% |
| 3M | -3.7% | -3.2% | -0.5% | +2.2% |
| 6M | -24.5% | -3.8% | -20.7% | -19.1% |
| YTD | -49.3% | -2.0% | -47.3% | -47.4% |
| 1Y | -58.7% | -0.8% | -57.9% | -57.9% |
| All | -34.0% | +12.9% | -46.9% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling