+5,096.2%
AAPL vs VCLT
+103.4%
+4,992.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +3.0% | -0.9% | +3.8% | +3.2% |
| 3M | +2.9% | -3.2% | +6.1% | +3.8% |
| 6M | +22.1% | -3.8% | +25.9% | +23.3% |
| YTD | +18.0% | -2.0% | +20.0% | +18.6% |
| 1Y | +33.9% | -0.8% | +34.7% | +34.2% |
| 3Y | +71.2% | +12.3% | +58.9% | +66.8% |
| 5Y | +112.6% | -15.4% | +128.0% | +111.8% |
| 10Y | +1,198.8% | +15.7% | +1,183.0% | +1,246.8% |
| All | +5,096.2% | +103.4% | +4,992.8% | +6,908.7% |
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