+877.5%
APP vs VLTO
+71.3%
+806.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.9% | +2.0% |
| 7D | +48.9% | +1.5% | +47.5% | +47.4% |
| 30D | +49.4% | +20.9% | +28.5% | +29.1% |
| 3M | +27.0% | +21.4% | +5.6% | +9.4% |
| 6M | -15.4% | +37.6% | -53.0% | -35.5% |
| YTD | -39.9% | +19.5% | -59.5% | -47.3% |
| 1Y | -32.0% | +22.0% | -54.0% | -41.6% |
| All | +877.5% | +71.3% | +806.1% | +614.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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