-100.0%
ZCMD vs VCLT
-11.2%
-88.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | 0.0% | -7.1% | -7.1% |
| 7D | -5.4% | -1.4% | -4.1% | -5.1% |
| 30D | -24.8% | -1.2% | -23.6% | -24.6% |
| 3M | -62.8% | -4.8% | -58.0% | -62.3% |
| 6M | -99.5% | -2.6% | -97.0% | -99.5% |
| YTD | -99.8% | -3.3% | -96.4% | -99.8% |
| 1Y | -99.9% | -4.8% | -95.1% | -99.9% |
| 3Y | -100.0% | +11.5% | -111.5% | -100.0% |
| 5Y | -100.0% | -17.0% | -83.0% | -100.0% |
| All | -100.0% | -11.2% | -88.8% | -100.0% |
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