-55.4%
APP vs VRT
+12.3%
-67.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -12.9% | +23.6% | +12.6% |
| 7D | +4.5% | -15.4% | +19.9% | +6.9% |
| 30D | -3.6% | -19.0% | +15.3% | -0.8% |
| 3M | -35.3% | -23.8% | -11.4% | -33.0% |
| 6M | -42.8% | -37.9% | -4.9% | -39.4% |
| YTD | -59.7% | +27.0% | -86.6% | -67.6% |
| 1Y | -55.4% | +13.8% | -69.2% | -62.1% |
| All | -55.4% | +12.3% | -67.6% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 1y: compounded portfolio wealth divided by compounded VRT 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…
1y analysis · Full analysis span regression · 6 months rolling