+316.8%
APP vs VCIT
+5.2%
+311.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.1% | +9.2% |
| 7D | +4.5% | +0.4% | +4.1% | +3.5% |
| 30D | -3.6% | +2.2% | -5.8% | -8.5% |
| 3M | -35.3% | -1.8% | -33.4% | -32.2% |
| 6M | -42.8% | -1.6% | -41.2% | -40.3% |
| YTD | -59.7% | -1.7% | -57.9% | -57.8% |
| 1Y | -55.4% | -0.8% | -54.5% | -54.3% |
| 3Y | +592.0% | +19.3% | +572.7% | +352.9% |
| 5Y | +175.7% | +3.5% | +172.2% | +150.3% |
| All | +316.8% | +5.2% | +311.6% | +236.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling