+527.5%
APP vs VCIT
+4.7%
+522.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.3% |
| 7D | +4.6% | -1.4% | +6.0% | +8.3% |
| 30D | +56.0% | +0.6% | +55.5% | +54.3% |
| 3M | +30.8% | -2.2% | +33.1% | +38.4% |
| 6M | -9.8% | -2.3% | -7.5% | -4.0% |
| YTD | -39.3% | -2.2% | -37.1% | -35.6% |
| 1Y | -26.4% | -1.4% | -25.1% | -23.5% |
| 3Y | +887.9% | +18.7% | +869.2% | +554.7% |
| 5Y | +264.1% | +3.6% | +260.5% | +231.4% |
| All | +527.5% | +4.7% | +522.7% | +413.6% |
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