+483.2%
ZS vs VCLT
+12.6%
+470.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -2.6% | -2.3% | -0.4% | -1.1% |
| 30D | -12.8% | +0.8% | -13.6% | -13.3% |
| 3M | +2.3% | -2.7% | +5.0% | +4.1% |
| 6M | +26.3% | -4.3% | +30.6% | +29.8% |
| YTD | -14.4% | -4.3% | -10.1% | -12.1% |
| 1Y | -37.6% | -4.4% | -33.3% | -35.9% |
| 3Y | +8.0% | +13.8% | -5.7% | -1.8% |
| 5Y | -44.9% | -17.0% | -27.9% | -40.7% |
| All | +483.2% | +12.6% | +470.7% | +549.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling