-98.7%
CAPR vs VCLT
+102.2%
-200.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.7% | +4.7% |
| 7D | +41.1% | +0.3% | +40.8% | +40.9% |
| 30D | +11.1% | +3.7% | +7.5% | +10.1% |
| 3M | +115.3% | -1.0% | +116.3% | +116.1% |
| 6M | -73.8% | -3.4% | -70.5% | -73.6% |
| YTD | -68.8% | -2.6% | -66.2% | -68.6% |
| 1Y | +43.3% | -3.3% | +46.6% | +44.5% |
| 3Y | +214.7% | +17.3% | +197.4% | +206.8% |
| 5Y | +141.3% | -17.0% | +158.3% | +143.3% |
| 10Y | -67.0% | +18.1% | -85.2% | -64.1% |
| All | -98.7% | +102.2% | -200.9% | -98.1% |
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