-35.9%
APP vs VCLT
-0.4%
-35.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +0.9% | -0.5% | +1.4% | +1.7% |
| 30D | -23.3% | -0.9% | -22.4% | -22.1% |
| 3M | -42.6% | -3.2% | -39.4% | -40.2% |
| 6M | -33.6% | -3.8% | -29.8% | -30.3% |
| YTD | -52.4% | -2.0% | -50.4% | -51.4% |
| 1Y | -35.9% | -0.8% | -35.1% | -36.0% |
| All | -35.9% | -0.4% | -35.5% | -36.0% |
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 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