-75.3%
APLX vs VT
+17.3%
-92.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -0.3% | -11.2% | -9.2% |
| 7D | +3.6% | +2.4% | +1.3% | -11.4% |
| 30D | -47.3% | -1.5% | -45.8% | -34.3% |
| 3M | -79.5% | -4.1% | -75.4% | -66.9% |
| 6M | -93.1% | +0.6% | -93.7% | -91.1% |
| YTD | -85.6% | +11.0% | -96.7% | -88.3% |
| 1Y | -86.3% | +13.3% | -99.7% | -89.8% |
| All | -75.3% | +17.3% | -92.6% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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