+312.3%
ZETA vs VCLT
-13.9%
+326.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.3% |
| 7D | +18.1% | -2.3% | +20.4% | +20.7% |
| 30D | +13.6% | +0.8% | +12.8% | +12.6% |
| 3M | +23.7% | -2.7% | +26.4% | +26.8% |
| 6M | +128.5% | -4.3% | +132.8% | +138.3% |
| YTD | +80.1% | -4.3% | +84.4% | +88.2% |
| 1Y | +98.0% | -4.4% | +102.4% | +107.3% |
| 3Y | +348.6% | +13.8% | +334.8% | +312.1% |
| 5Y | +286.6% | -17.0% | +303.6% | +259.8% |
| All | +312.3% | -13.9% | +326.2% | +305.7% |
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