+244.7%
APLD vs VCIT
+14.8%
+230.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.5% | +7.4% |
| 7D | +3.1% | +0.7% | +2.4% | +0.8% |
| 30D | -29.4% | +1.8% | -31.2% | -33.1% |
| 3M | -42.8% | -1.6% | -41.2% | -40.3% |
| 6M | -59.5% | -2.1% | -57.4% | -56.7% |
| YTD | -31.8% | -1.6% | -30.2% | -27.8% |
| 1Y | -46.0% | -0.8% | -45.2% | -44.0% |
| 3Y | +252.0% | +19.9% | +232.1% | +129.0% |
| All | +244.7% | +14.8% | +230.0% | +175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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