+803.3%
APP vs VRT
+337.7%
+465.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -14.0% | +45.1% | +35.7% |
| 7D | +39.7% | -28.1% | +67.8% | +53.6% |
| 30D | +27.7% | -30.2% | +57.9% | +40.7% |
| 3M | -14.8% | -36.4% | +21.6% | -3.9% |
| 6M | -25.5% | -48.2% | +22.6% | -11.9% |
| YTD | -47.2% | +9.2% | -56.3% | -58.1% |
| 1Y | -42.3% | -7.2% | -35.1% | -50.4% |
| All | +803.3% | +337.7% | +465.6% | +216.5% |
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