+175.7%
APP vs VST
+571.1%
-395.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -13.8% | +24.5% | +16.8% |
| 7D | +4.5% | -15.7% | +20.2% | +11.6% |
| 30D | -3.6% | -17.0% | +13.4% | +2.5% |
| 3M | -35.3% | -15.9% | -19.4% | -31.9% |
| 6M | -42.8% | -25.0% | -17.8% | -37.7% |
| YTD | -59.7% | -25.1% | -34.6% | -56.9% |
| 1Y | -55.4% | -34.9% | -20.5% | -48.9% |
| 3Y | +592.0% | +252.7% | +339.3% | +235.4% |
| 5Y | +175.7% | +582.3% | -406.6% | +16.8% |
| All | +175.7% | +571.1% | -395.4% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling