+528.8%
APP vs VCLT
-10.9%
+539.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.5% |
| 7D | +79.2% | +1.2% | +77.9% | +76.7% |
| 30D | +48.0% | +3.4% | +44.6% | +42.3% |
| 3M | +18.2% | -0.9% | +19.1% | +19.7% |
| 6M | -12.5% | -3.1% | -9.3% | -8.7% |
| YTD | -39.2% | -2.4% | -36.8% | -37.2% |
| 1Y | -33.9% | -2.7% | -31.2% | -31.5% |
| 3Y | +933.3% | +16.9% | +916.4% | +755.5% |
| 5Y | +295.9% | -17.0% | +312.9% | +405.7% |
| All | +528.8% | -10.9% | +539.8% | +552.9% |
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