+89.2%
AAPL vs VST
+286.0%
-196.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.5% |
| 7D | +5.0% | -6.0% | +11.0% | +5.2% |
| 30D | +3.5% | -18.8% | +22.3% | +4.5% |
| 3M | +13.1% | -8.0% | +21.1% | +13.1% |
| 6M | +19.0% | -10.9% | +30.0% | +18.9% |
| YTD | +28.5% | -18.3% | +46.9% | +28.7% |
| 1Y | +29.7% | -29.9% | +59.6% | +31.5% |
| 3Y | +89.2% | +290.3% | -201.1% | +55.4% |
| All | +89.2% | +286.0% | -196.8% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling