-98.7%
CAPR vs VCLT
+103.4%
-202.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | +139.2% | -0.9% | +140.0% | +139.8% |
| 3M | -66.4% | -3.2% | -63.1% | -66.1% |
| 6M | -63.1% | -3.8% | -59.3% | -62.8% |
| YTD | -67.4% | -2.0% | -65.4% | -67.3% |
| 1Y | +58.2% | -0.8% | +59.1% | +58.5% |
| 3Y | +42.2% | +12.3% | +29.9% | +39.4% |
| 5Y | +87.3% | -15.4% | +102.7% | +88.1% |
| 10Y | -75.3% | +15.7% | -91.0% | -73.6% |
| All | -98.7% | +103.4% | -202.1% | -98.0% |
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