-59.0%
ZTS vs VCLT
+12.6%
-71.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | -2.0% | +0.1% | -2.1% | -2.1% |
| 3M | -10.2% | -2.9% | -7.3% | -8.5% |
| 6M | -39.4% | -4.0% | -35.5% | -37.8% |
| YTD | -40.8% | -2.2% | -38.6% | -39.9% |
| 1Y | -50.1% | -2.6% | -47.5% | -49.2% |
| All | -59.0% | +12.6% | -71.6% | -61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling