-22.4%
ZBH vs VCLT
+11.3%
-33.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.7% |
| 7D | -6.6% | -1.3% | -5.3% | -5.9% |
| 30D | -4.9% | -1.1% | -3.8% | -4.4% |
| 3M | +5.1% | -3.7% | +8.8% | +7.1% |
| 6M | +1.3% | -4.0% | +5.4% | +3.4% |
| YTD | +3.4% | -3.4% | +6.7% | +5.1% |
| 1Y | -8.7% | -4.1% | -4.5% | -6.7% |
| All | -22.4% | +11.3% | -33.7% | -26.5% |
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