-69.4%
CAPR vs VCLT
+21.5%
-90.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.7% |
| 7D | +5.9% | -2.3% | +8.1% | +7.7% |
| 30D | +44.6% | +0.8% | +43.9% | +44.5% |
| 3M | +126.4% | -2.7% | +129.0% | +131.5% |
| 6M | -68.6% | -4.3% | -64.3% | -67.7% |
| YTD | -67.0% | -4.3% | -62.7% | -66.0% |
| 1Y | +65.2% | -4.4% | +69.5% | +70.1% |
| 3Y | +235.6% | +13.8% | +221.8% | +214.4% |
| 5Y | +175.4% | -17.0% | +192.4% | +207.3% |
| All | -69.4% | +21.5% | -90.9% | -68.6% |
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