+497.6%
APD vs VCLT
+103.4%
+394.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | +2.1% | -0.9% | +2.9% | +2.2% |
| 3M | +7.2% | -3.2% | +10.4% | +7.6% |
| 6M | +11.2% | -3.8% | +15.1% | +11.8% |
| YTD | +24.4% | -2.0% | +26.4% | +24.7% |
| 1Y | +6.7% | -0.8% | +7.5% | +6.7% |
| 3Y | +9.2% | +12.3% | -3.0% | +8.0% |
| 5Y | +27.4% | -15.4% | +42.8% | +24.5% |
| 10Y | +164.8% | +15.7% | +149.1% | +177.0% |
| All | +497.6% | +103.4% | +394.2% | +707.2% |
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