+398.6%
ZS vs VCLT
+13.7%
+384.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.1% | -1.4% | -1.7% | -2.2% |
| 30D | -7.2% | -1.2% | -6.0% | -6.5% |
| 3M | +30.5% | -4.8% | +35.2% | +34.7% |
| 6M | +7.0% | -2.6% | +9.5% | +8.7% |
| YTD | -26.8% | -3.3% | -23.5% | -25.3% |
| 1Y | -42.6% | -4.8% | -37.8% | -40.8% |
| 3Y | -0.3% | +11.5% | -11.8% | -8.1% |
| 5Y | -39.2% | -17.0% | -22.2% | -34.6% |
| All | +398.6% | +13.7% | +384.9% | +451.7% |
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