-48.6%
ZTS vs VCLT
+14.9%
-63.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.4% |
| 7D | +1.0% | -1.9% | +2.9% | +2.5% |
| 30D | +12.4% | +1.4% | +11.0% | +11.3% |
| 3M | +13.6% | -1.8% | +15.3% | +15.1% |
| 6M | +9.3% | -3.9% | +13.2% | +12.4% |
| YTD | -32.6% | -3.9% | -28.7% | -30.6% |
| 1Y | -30.0% | -4.7% | -25.3% | -27.6% |
| All | -48.6% | +14.9% | -63.5% | -48.2% |
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 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