+261.6%
APP vs VRT
+555.9%
-294.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -14.0% | +45.1% | +36.5% |
| 7D | +39.7% | -28.1% | +67.8% | +55.5% |
| 30D | +27.7% | -30.2% | +57.9% | +42.3% |
| 3M | -14.8% | -36.4% | +21.6% | -2.7% |
| 6M | -25.5% | -48.2% | +22.6% | -10.7% |
| YTD | -47.2% | +9.2% | -56.3% | -57.4% |
| 1Y | -42.3% | -7.2% | -35.1% | -49.7% |
| 3Y | +806.8% | +338.7% | +468.1% | +237.3% |
| 5Y | +261.6% | +542.8% | -281.2% | +1.3% |
| All | +261.6% | +555.9% | -294.3% | +1.3% |
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