+529.3%
APD vs VCLT
+102.1%
+427.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | +11.0% | +2.8% | +8.2% | +10.6% |
| 3M | +2.6% | -0.4% | +2.9% | +2.6% |
| 6M | +4.8% | -3.1% | +7.9% | +5.2% |
| YTD | +31.0% | -2.7% | +33.6% | +31.4% |
| 1Y | +23.4% | -3.7% | +27.0% | +23.9% |
| 3Y | +28.4% | +15.6% | +12.8% | +26.7% |
| 5Y | +15.2% | -15.8% | +31.0% | +12.8% |
| 10Y | +190.7% | +23.0% | +167.7% | +212.8% |
| All | +529.3% | +102.1% | +427.2% | +750.7% |
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