-72.6%
APLX vs VT
+17.6%
-90.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | +2.6% | +12.3% | -4.9% |
| 7D | -0.4% | +0.4% | -0.7% | -1.0% |
| 30D | -57.7% | -2.6% | -55.1% | -42.5% |
| 3M | -75.3% | -3.2% | -72.0% | -63.3% |
| 6M | -90.8% | +0.9% | -91.8% | -88.5% |
| YTD | -84.1% | +11.3% | -95.4% | -87.5% |
| 1Y | -92.0% | +14.0% | -106.0% | -94.0% |
| All | -72.6% | +17.6% | -90.2% | -83.2% |
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