-68.2%
CAPR vs VCLT
+20.7%
-88.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.1% | -8.9% | -9.3% |
| 7D | +7.6% | +0.2% | +7.4% | +7.6% |
| 30D | +13.3% | +2.3% | +11.0% | +11.9% |
| 3M | +130.4% | -1.1% | +131.4% | +132.7% |
| 6M | -70.8% | -4.2% | -66.6% | -70.1% |
| YTD | -69.3% | -3.4% | -65.9% | -68.6% |
| 1Y | +59.5% | -3.8% | +63.3% | +63.3% |
| 3Y | +216.8% | +14.7% | +202.1% | +194.8% |
| 5Y | +152.7% | -16.7% | +169.4% | +180.5% |
| 10Y | -68.2% | +20.5% | -88.7% | -66.4% |
| All | -68.2% | +20.7% | -88.9% | -66.4% |
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