+55.5%
ZTS vs VCLT
+17.0%
+38.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | 0.0% |
| 7D | -4.5% | -1.3% | -3.2% | -3.9% |
| 30D | -3.3% | -1.1% | -2.2% | -2.7% |
| 3M | -9.7% | -3.7% | -6.1% | -8.0% |
| 6M | -38.8% | -4.0% | -34.8% | -37.5% |
| YTD | -41.2% | -3.4% | -37.8% | -40.1% |
| 1Y | -50.3% | -4.1% | -46.2% | -49.2% |
| 3Y | -59.1% | +11.0% | -70.1% | -61.1% |
| 5Y | -62.8% | -17.0% | -45.8% | -60.3% |
| All | +55.5% | +17.0% | +38.5% | +55.7% |
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