+503.8%
APP vs VCLT
-12.4%
+516.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -1.1% |
| 7D | +10.6% | -1.9% | +12.5% | +13.3% |
| 30D | +44.6% | +1.4% | +43.1% | +42.4% |
| 3M | +29.6% | -1.8% | +31.4% | +32.8% |
| 6M | -19.8% | -3.9% | -15.9% | -15.4% |
| YTD | -41.6% | -3.9% | -37.7% | -38.4% |
| 1Y | -32.7% | -4.7% | -28.0% | -28.3% |
| 3Y | +799.0% | +14.1% | +784.9% | +666.6% |
| 5Y | +250.4% | -16.6% | +267.0% | +346.5% |
| All | +503.8% | -12.4% | +516.2% | +540.0% |
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 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