+933.3%
APP vs VRT
+398.5%
+534.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.6% | -4.8% | +1.6% |
| 7D | +79.2% | -10.6% | +89.8% | +82.1% |
| 30D | +48.0% | -17.4% | +65.4% | +53.9% |
| 3M | +18.2% | -26.4% | +44.6% | +26.7% |
| 6M | -12.5% | -41.0% | +28.5% | -0.5% |
| YTD | -39.2% | +23.8% | -63.0% | -53.7% |
| 1Y | -33.9% | +11.6% | -45.5% | -47.0% |
| 3Y | +933.3% | +403.5% | +529.8% | +256.9% |
| All | +933.3% | +398.5% | +534.8% | +256.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling