+500.0%
APP vs VRT
+722.3%
-222.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.5% | +6.4% | +8.5% |
| 7D | +71.2% | -21.4% | +92.6% | +83.6% |
| 30D | +39.1% | -25.8% | +64.9% | +51.4% |
| 3M | +16.5% | -33.5% | +50.1% | +30.7% |
| 6M | -16.6% | -49.0% | +32.5% | +1.4% |
| YTD | -41.9% | +12.9% | -54.9% | -53.7% |
| 1Y | -37.0% | 0.0% | -37.1% | -46.8% |
| 3Y | +892.4% | +361.8% | +530.6% | +262.1% |
| 5Y | +297.3% | +565.1% | -267.8% | +0.7% |
| All | +500.0% | +722.3% | -222.2% | +21.9% |
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