+396.9%
APP vs VCLT
-11.8%
+408.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +1.1% | -1.4% | +2.4% | +2.7% |
| 30D | +6.6% | -1.2% | +7.8% | +8.1% |
| 3M | -32.3% | -4.8% | -27.5% | -28.1% |
| 6M | -29.8% | -2.6% | -27.2% | -27.4% |
| YTD | -51.9% | -3.3% | -48.6% | -49.9% |
| 1Y | -43.3% | -4.8% | -38.5% | -39.7% |
| 3Y | +664.1% | +11.5% | +652.5% | +567.6% |
| 5Y | +318.7% | -17.0% | +335.6% | +436.9% |
| All | +396.9% | -11.8% | +408.7% | +421.3% |
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 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