-43.0%
APP vs VCLT
-2.4%
-40.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.6% |
| 7D | +0.1% | +0.3% | -0.2% | -0.4% |
| 30D | -10.0% | -0.6% | -9.5% | -9.3% |
| 3M | -44.6% | -2.2% | -42.4% | -43.2% |
| 6M | -37.9% | -2.9% | -35.0% | -35.5% |
| YTD | -53.7% | -2.1% | -51.6% | -52.7% |
| 1Y | -43.0% | -2.6% | -40.4% | -42.7% |
| All | -43.0% | -2.4% | -40.6% | -42.7% |
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 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