+33.3%
CAPR vs VCLT
-2.6%
+36.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.2% |
| 7D | -12.6% | 0.0% | -12.7% | -12.7% |
| 30D | +124.4% | +0.1% | +124.3% | +124.2% |
| 3M | -66.8% | -2.9% | -63.9% | -64.7% |
| 6M | -71.8% | -4.0% | -67.8% | -68.3% |
| YTD | -70.1% | -2.2% | -67.8% | -70.0% |
| 1Y | +33.3% | -2.6% | +35.9% | +42.5% |
| All | +33.3% | -2.6% | +36.0% | +42.5% |
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