-17.4%
ZBH vs VCLT
+17.1%
-34.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -4.7% | -1.4% | -3.3% | -4.2% |
| 30D | -4.5% | -1.2% | -3.3% | -4.1% |
| 3M | +7.6% | -4.8% | +12.3% | +9.5% |
| 6M | +0.3% | -2.6% | +2.9% | +1.2% |
| YTD | +4.5% | -3.3% | +7.9% | +5.8% |
| 1Y | -9.4% | -4.8% | -4.6% | -7.8% |
| 3Y | -21.5% | +11.5% | -33.0% | -24.4% |
| 5Y | -28.4% | -17.0% | -11.4% | -26.5% |
| All | -17.4% | +17.1% | -34.5% | -18.7% |
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 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