+136,904.2%
AAPL vs VFC
+1,363.4%
+135,540.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.9% | -0.5% |
| 7D | +4.1% | +1.6% | +2.5% | +3.7% |
| 30D | +4.0% | +25.5% | -21.5% | -2.3% |
| 3M | +16.8% | +41.3% | -24.5% | +6.0% |
| 6M | +19.4% | +22.2% | -2.8% | +11.6% |
| YTD | +31.5% | +16.4% | +15.1% | +23.3% |
| 1Y | +31.0% | +38.4% | -7.4% | +16.7% |
| 3Y | +95.3% | +56.2% | +39.1% | +49.4% |
| 5Y | +143.4% | -68.2% | +211.5% | +187.9% |
| 10Y | +1,330.5% | -48.4% | +1,378.9% | +1,273.8% |
| All | +136,904.2% | +1,363.4% | +135,540.8% | +42,249.9% |
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