+5,035.3%
AAPL vs VCLT
+103.3%
+4,932.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | +1.0% | -0.6% | +1.6% | +1.2% |
| 3M | +5.0% | -2.2% | +7.2% | +5.6% |
| 6M | +23.0% | -2.9% | +25.9% | +24.0% |
| YTD | +16.6% | -2.1% | +18.7% | +17.3% |
| 1Y | +33.4% | -2.6% | +36.0% | +34.3% |
| 3Y | +79.9% | +12.5% | +67.4% | +75.2% |
| 5Y | +109.0% | -15.3% | +124.3% | +108.2% |
| 10Y | +1,210.4% | +16.6% | +1,193.8% | +1,263.7% |
| All | +5,035.3% | +103.3% | +4,932.0% | +6,827.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling