-53.7%
Z vs VCLT
-16.2%
-37.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.3% |
| 7D | -13.1% | -0.6% | -12.5% | -12.3% |
| 30D | +5.9% | +2.8% | +3.1% | +2.2% |
| 3M | -13.7% | -0.4% | -13.3% | -12.5% |
| 6M | -27.1% | -3.1% | -24.0% | -23.0% |
| YTD | -56.8% | -2.7% | -54.1% | -54.7% |
| 1Y | -60.2% | -3.7% | -56.6% | -57.6% |
| 3Y | -19.7% | +15.6% | -35.3% | -31.2% |
| 5Y | -53.7% | -15.8% | -37.9% | -40.7% |
| All | -53.7% | -16.2% | -37.5% | -40.7% |
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