+333.0%
APP vs VST
+761.6%
-428.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +0.6% |
| 7D | +0.9% | +8.9% | -8.0% | -3.0% |
| 30D | -23.3% | +6.2% | -29.5% | -25.6% |
| 3M | -42.6% | -2.7% | -39.9% | -43.0% |
| 6M | -33.6% | -8.4% | -25.3% | -33.1% |
| YTD | -52.4% | -7.2% | -45.2% | -52.7% |
| 1Y | -35.9% | -20.9% | -15.0% | -31.9% |
| 3Y | +642.2% | +384.0% | +258.2% | +239.5% |
| All | +333.0% | +761.6% | -428.6% | +74.0% |
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