-4.1%
APA vs VCLT
+17.0%
-21.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +0.8% | -1.3% | +2.1% | +1.2% |
| 30D | +9.6% | -1.1% | +10.7% | +10.0% |
| 3M | +18.0% | -3.7% | +21.7% | +19.2% |
| 6M | +41.9% | -4.0% | +45.9% | +43.2% |
| YTD | +86.3% | -3.4% | +89.7% | +87.4% |
| 1Y | +97.9% | -4.1% | +102.0% | +99.6% |
| 3Y | +12.8% | +11.0% | +1.8% | +7.1% |
| 5Y | +177.2% | -17.0% | +194.2% | +195.7% |
| All | -4.1% | +17.0% | -21.2% | +7.0% |
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