+1,231.3%
AAPL vs VST
+866.2%
+365.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.2% | +4.6% | -0.6% |
| 7D | -1.4% | -19.9% | +18.5% | +1.6% |
| 30D | +3.2% | -29.7% | +32.8% | +8.1% |
| 3M | +10.8% | -19.6% | +30.3% | +13.3% |
| 6M | +21.3% | -29.4% | +50.7% | +25.9% |
| YTD | +26.9% | -29.7% | +56.7% | +30.5% |
| 1Y | +27.9% | -40.0% | +67.9% | +34.8% |
| 3Y | +97.5% | +231.0% | -133.5% | +27.4% |
| 5Y | +132.9% | +500.1% | -367.1% | +26.9% |
| 10Y | +1,275.7% | +1,004.2% | +271.5% | +562.6% |
| All | +1,231.3% | +866.2% | +365.1% | +546.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling