+506.6%
APP vs VST
+724.3%
-217.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -2.7% |
| 7D | +61.1% | -6.0% | +67.1% | +62.7% |
| 30D | +42.8% | -18.8% | +61.5% | +53.4% |
| 3M | +16.7% | -8.0% | +24.7% | +17.4% |
| 6M | -15.6% | -10.9% | -4.7% | -15.6% |
| YTD | -41.3% | -18.3% | -23.0% | -39.9% |
| 1Y | -39.3% | -29.9% | -9.4% | -33.2% |
| 3Y | +803.2% | +290.3% | +512.9% | +361.3% |
| 5Y | +313.2% | +635.3% | -322.1% | +81.2% |
| All | +506.6% | +724.3% | -217.7% | +145.9% |
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