-59.3%
ZTS vs VCLT
-17.0%
-42.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.3% |
| 7D | +1.0% | -1.9% | +2.9% | +2.2% |
| 30D | +12.4% | +1.4% | +11.0% | +11.5% |
| 3M | +13.6% | -1.8% | +15.3% | +14.9% |
| 6M | +9.3% | -3.9% | +13.2% | +12.0% |
| YTD | -32.6% | -3.9% | -28.7% | -30.8% |
| 1Y | -30.0% | -4.7% | -25.3% | -27.8% |
| 3Y | -48.7% | +14.1% | -62.8% | -52.5% |
| 5Y | -59.3% | -16.6% | -42.7% | -56.3% |
| All | -59.3% | -17.0% | -42.3% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling