+520.8%
APP vs VRT
+828.6%
-307.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.3% | -4.0% | -0.1% |
| 7D | +48.9% | +0.5% | +48.5% | +46.0% |
| 30D | +49.4% | -13.7% | +63.2% | +53.0% |
| 3M | +27.0% | -26.7% | +53.7% | +37.4% |
| 6M | -15.4% | -43.8% | +28.5% | -0.5% |
| YTD | -39.9% | +27.6% | -67.5% | -54.4% |
| 1Y | -32.0% | +15.5% | -47.4% | -46.0% |
| 3Y | +824.3% | +395.6% | +428.7% | +228.6% |
| 5Y | +252.4% | +677.3% | -424.9% | -16.3% |
| All | +520.8% | +828.6% | -307.8% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling