-77.3%
CAPR vs VCLT
+16.9%
-94.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | -12.6% | 0.0% | -12.7% | -12.6% |
| 30D | +124.4% | +0.1% | +124.3% | +124.5% |
| 3M | -66.8% | -2.9% | -63.9% | -66.3% |
| 6M | -71.8% | -4.0% | -67.8% | -71.2% |
| YTD | -70.1% | -2.2% | -67.8% | -69.8% |
| 1Y | +33.3% | -2.6% | +35.9% | +35.0% |
| 3Y | +36.7% | +12.3% | +24.4% | +28.4% |
| 5Y | +72.5% | -16.4% | +88.8% | +90.0% |
| 10Y | -77.3% | +18.1% | -95.3% | -77.2% |
| All | -77.3% | +16.9% | -94.2% | -77.2% |
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