+122,851.4%
AAPL vs VFC
+845.1%
+122,006.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -3.1% |
| 7D | +0.1% | -1.6% | +1.7% | +0.5% |
| 30D | +3.0% | -11.6% | +14.6% | +6.3% |
| 3M | +2.9% | -18.1% | +21.0% | +7.4% |
| 6M | +22.1% | -27.4% | +49.5% | +30.8% |
| YTD | +18.0% | -24.8% | +42.8% | +24.7% |
| 1Y | +33.9% | -8.2% | +42.1% | +32.3% |
| 3Y | +71.2% | -29.1% | +100.3% | +60.8% |
| 5Y | +112.6% | -79.2% | +191.8% | +181.6% |
| 10Y | +1,198.8% | -68.1% | +1,266.9% | +1,322.4% |
| All | +122,851.4% | +845.1% | +122,006.3% | +42,737.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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