+500.0%
APP vs VCLT
-11.2%
+511.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +9.9% | +9.9% |
| 7D | +71.2% | +0.3% | +70.9% | +70.8% |
| 30D | +39.1% | +3.7% | +35.4% | +33.3% |
| 3M | +16.5% | -1.0% | +17.5% | +18.1% |
| 6M | -16.6% | -3.4% | -13.2% | -12.8% |
| YTD | -41.9% | -2.6% | -39.3% | -39.9% |
| 1Y | -37.0% | -3.3% | -33.8% | -34.3% |
| 3Y | +892.4% | +17.3% | +875.1% | +717.6% |
| 5Y | +297.3% | -17.0% | +314.3% | +408.0% |
| All | +500.0% | -11.2% | +511.2% | +525.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling