+333.0%
APP vs VRT
+900.3%
-567.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.1% | +0.3% |
| 7D | +0.9% | +9.1% | -8.2% | -3.0% |
| 30D | -23.3% | +0.9% | -24.2% | -24.0% |
| 3M | -42.6% | -13.4% | -29.3% | -41.2% |
| 6M | -33.6% | +11.7% | -45.3% | -41.2% |
| YTD | -52.4% | +73.2% | -125.7% | -66.7% |
| 1Y | -35.9% | +123.4% | -159.3% | -61.1% |
| 3Y | +642.2% | +606.2% | +36.0% | +138.4% |
| All | +333.0% | +900.3% | -567.3% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling