-100.0%
ZCMD vs VCLT
-17.3%
-82.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.8% |
| 7D | -2.0% | -1.3% | -0.8% | -2.1% |
| 30D | -19.8% | -1.1% | -18.7% | -19.8% |
| 3M | -62.1% | -3.7% | -58.4% | -62.1% |
| 6M | -99.5% | -4.0% | -95.5% | -99.5% |
| YTD | -99.7% | -3.4% | -96.4% | -99.7% |
| 1Y | -99.9% | -4.1% | -95.7% | -99.9% |
| 3Y | -100.0% | +11.0% | -111.0% | -100.0% |
| 5Y | -100.0% | -17.0% | -83.0% | -100.0% |
| All | -100.0% | -17.3% | -82.7% | -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 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