+446.2%
APP vs VST
+609.4%
-163.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -6.2% | +37.2% | +33.6% |
| 7D | +39.7% | -19.9% | +59.6% | +50.8% |
| 30D | +27.7% | -29.7% | +57.4% | +45.2% |
| 3M | -14.8% | -19.6% | +4.8% | -9.6% |
| 6M | -25.5% | -29.4% | +3.9% | -17.7% |
| YTD | -47.2% | -29.7% | -17.4% | -42.5% |
| 1Y | -42.3% | -40.0% | -2.2% | -32.4% |
| 3Y | +806.8% | +231.0% | +575.8% | +394.6% |
| 5Y | +261.6% | +500.1% | -238.4% | +69.2% |
| All | +446.2% | +609.4% | -163.2% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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