+503.8%
APP vs VRT
+842.7%
-338.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.3% | -3.3% |
| 7D | +10.6% | +18.6% | -8.1% | +3.4% |
| 30D | +44.6% | -11.7% | +56.2% | +46.5% |
| 3M | +29.6% | -27.3% | +56.9% | +40.9% |
| 6M | -19.8% | -42.9% | +23.1% | -6.3% |
| YTD | -41.6% | +29.5% | -71.1% | -55.9% |
| 1Y | -32.7% | +21.0% | -53.7% | -47.7% |
| 3Y | +799.0% | +403.1% | +395.9% | +217.7% |
| 5Y | +250.4% | +688.8% | -438.4% | -17.2% |
| All | +503.8% | +842.7% | -338.9% | +16.2% |
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