+64.2%
APLY vs VT
+77.2%
-13.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +3.4% | +2.4% | +1.0% | +1.4% |
| 30D | +4.5% | -1.5% | +6.0% | +5.7% |
| 3M | +14.2% | -4.1% | +18.3% | +18.0% |
| 6M | +12.9% | +0.6% | +12.4% | +11.6% |
| YTD | +19.8% | +11.0% | +8.7% | +7.8% |
| 1Y | +19.1% | +13.3% | +5.8% | +5.1% |
| 3Y | +54.4% | +73.4% | -19.0% | -6.0% |
| All | +64.2% | +77.2% | -13.0% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling