+500.0%
APP vs VCIT
+5.3%
+494.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +10.0% | +10.2% |
| 7D | +71.2% | +0.1% | +71.1% | +71.1% |
| 30D | +39.1% | +1.9% | +37.2% | +33.1% |
| 3M | +16.5% | -1.4% | +18.0% | +20.9% |
| 6M | -16.6% | -2.1% | -14.4% | -11.8% |
| YTD | -41.9% | -1.6% | -40.3% | -39.3% |
| 1Y | -37.0% | -0.9% | -36.1% | -35.4% |
| 3Y | +892.4% | +20.0% | +872.5% | +541.3% |
| 5Y | +297.3% | +3.1% | +294.2% | +261.9% |
| All | +500.0% | +5.3% | +494.7% | +384.0% |
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