+101.4%
APA vs VCLT
-4.4%
+105.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | +4.6% | -1.4% | +5.9% | +2.0% |
| 30D | +11.9% | -1.2% | +13.1% | +9.6% |
| 3M | +22.5% | -4.8% | +27.2% | +13.5% |
| 6M | +37.5% | -2.6% | +40.1% | +32.0% |
| YTD | +87.2% | -3.3% | +90.5% | +78.1% |
| 1Y | +101.4% | -4.8% | +106.3% | +91.3% |
| All | +101.4% | -4.4% | +105.8% | +91.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling