+803.3%
APP vs VCIT
+19.8%
+783.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.2% | +30.8% | +30.5% |
| 7D | +39.7% | +0.5% | +39.2% | +38.5% |
| 30D | +27.7% | +2.1% | +25.7% | +22.2% |
| 3M | -14.8% | -1.6% | -13.2% | -11.5% |
| 6M | -25.5% | -1.6% | -23.9% | -22.7% |
| YTD | -47.2% | -1.5% | -45.6% | -45.2% |
| 1Y | -42.3% | -0.4% | -41.9% | -41.5% |
| All | +803.3% | +19.8% | +783.5% | +478.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling