-56.3%
Z vs VCLT
-16.9%
-39.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | -4.6% | +0.3% | -4.8% | -4.9% |
| 30D | +8.3% | +3.7% | +4.7% | +3.2% |
| 3M | -11.6% | -1.0% | -10.6% | -9.7% |
| 6M | -33.6% | -3.4% | -30.3% | -29.8% |
| YTD | -56.7% | -2.6% | -54.1% | -54.6% |
| 1Y | -59.1% | -3.3% | -55.9% | -56.7% |
| 3Y | -20.4% | +17.3% | -37.7% | -33.1% |
| All | -56.3% | -16.9% | -39.4% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling