+1,278.0%
AAPL vs VCLT
+17.1%
+1,260.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +3.8% | -1.4% | +5.2% | +4.5% |
| 30D | +9.9% | -1.2% | +11.1% | +10.6% |
| 3M | +12.5% | -4.8% | +17.3% | +15.3% |
| 6M | +27.6% | -2.6% | +30.2% | +29.3% |
| YTD | +22.6% | -3.3% | +25.9% | +24.7% |
| 1Y | +45.0% | -4.8% | +49.8% | +48.6% |
| 3Y | +87.8% | +11.5% | +76.2% | +77.7% |
| 5Y | +128.7% | -17.0% | +145.6% | +143.3% |
| All | +1,278.0% | +17.1% | +1,260.9% | +1,254.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling