+446.2%
APP vs VCIT
+5.4%
+440.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.2% | +30.8% | +30.5% |
| 7D | +39.7% | +0.5% | +39.2% | +38.4% |
| 30D | +27.7% | +2.1% | +25.7% | +21.8% |
| 3M | -14.8% | -1.6% | -13.2% | -11.2% |
| 6M | -25.5% | -1.6% | -23.9% | -22.3% |
| YTD | -47.2% | -1.5% | -45.6% | -44.9% |
| 1Y | -42.3% | -0.4% | -41.9% | -41.5% |
| 3Y | +806.8% | +19.6% | +787.2% | +491.0% |
| 5Y | +261.6% | +3.3% | +258.4% | +228.5% |
| All | +446.2% | +5.4% | +440.7% | +339.4% |
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