+423.9%
ZBRA vs VCLT
+17.1%
+406.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -3.4% | -1.4% | -2.1% | -2.6% |
| 30D | -7.4% | -1.2% | -6.2% | -6.8% |
| 3M | +57.5% | -4.8% | +62.3% | +62.0% |
| 6M | +64.0% | -2.6% | +66.5% | +66.6% |
| YTD | +44.3% | -3.3% | +47.6% | +47.3% |
| 1Y | +10.9% | -4.8% | +15.7% | +14.2% |
| 3Y | +37.5% | +11.5% | +26.0% | +30.4% |
| 5Y | -39.7% | -17.0% | -22.7% | -36.8% |
| All | +423.9% | +17.1% | +406.8% | +413.8% |
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