+506.6%
APP vs VRT
+773.4%
-266.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -2.3% |
| 7D | +61.1% | -17.7% | +78.8% | +69.6% |
| 30D | +42.8% | -20.0% | +62.8% | +50.7% |
| 3M | +16.7% | -28.1% | +44.7% | +26.7% |
| 6M | -15.6% | -42.8% | +27.3% | -2.1% |
| YTD | -41.3% | +20.0% | -61.3% | -54.3% |
| 1Y | -39.3% | +3.5% | -42.8% | -49.3% |
| 3Y | +803.2% | +366.1% | +437.1% | +229.1% |
| 5Y | +313.2% | +632.2% | -319.0% | +0.6% |
| All | +506.6% | +773.4% | -266.8% | +20.3% |
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