+1,326.9%
AAPL vs VST
+1,169.0%
+157.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.8% |
| 7D | +1.8% | +10.9% | -9.2% | +0.1% |
| 30D | +4.3% | -15.6% | +19.9% | +6.4% |
| 3M | +16.6% | -7.8% | +24.4% | +16.9% |
| 6M | +21.6% | -12.0% | +33.6% | +22.0% |
| YTD | +31.2% | -16.9% | +48.1% | +31.4% |
| 1Y | +29.6% | -25.1% | +54.6% | +31.9% |
| 3Y | +93.1% | +297.1% | -203.9% | +20.4% |
| 5Y | +146.2% | +641.9% | -495.7% | +28.5% |
| 10Y | +1,326.9% | +1,142.3% | +184.6% | +561.5% |
| All | +1,326.9% | +1,169.0% | +157.8% | +561.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling