-35.3%
APP vs VST
-22.6%
-12.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -13.8% | +24.5% | +9.9% |
| 7D | +4.5% | -15.7% | +20.2% | +4.0% |
| 30D | -3.6% | -17.0% | +13.4% | -3.5% |
| 3M | -35.3% | -15.9% | -19.4% | -36.9% |
| All | -35.3% | -22.6% | -12.7% | -36.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling