+367.9%
APP vs VICR
+115.2%
+252.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -0.8% |
| 7D | -4.4% | +1.3% | -5.6% | -4.8% |
| 30D | -10.0% | -11.9% | +1.9% | -7.6% |
| 3M | -41.4% | -35.1% | -6.3% | -35.9% |
| 6M | -41.0% | +8.1% | -49.2% | -47.8% |
| YTD | -54.7% | +67.8% | -122.5% | -65.9% |
| 1Y | -45.3% | +267.3% | -312.6% | -69.2% |
| 3Y | +624.3% | +191.2% | +433.1% | +302.6% |
| 5Y | +329.1% | +48.1% | +281.0% | +173.4% |
| All | +367.9% | +115.2% | +252.7% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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