+205.7%
ZTS vs VCLT
+41.4%
+164.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.2% |
| 7D | +5.6% | -2.3% | +7.8% | +6.6% |
| 30D | +12.1% | +0.8% | +11.3% | +11.8% |
| 3M | +11.3% | -2.7% | +13.9% | +12.6% |
| 6M | +14.3% | -4.3% | +18.6% | +16.4% |
| YTD | -31.9% | -4.3% | -27.6% | -30.6% |
| 1Y | -29.3% | -4.4% | -24.9% | -27.9% |
| 3Y | -48.0% | +13.8% | -61.8% | -50.4% |
| 5Y | -58.9% | -17.0% | -41.9% | -57.2% |
| 10Y | +81.7% | +20.9% | +60.7% | +87.4% |
| All | +205.7% | +41.4% | +164.3% | +228.4% |
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