+316.8%
APP vs VST
+655.9%
-339.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -13.8% | +24.5% | +16.6% |
| 7D | +4.5% | -15.7% | +20.2% | +11.3% |
| 30D | -3.6% | -17.0% | +13.4% | +2.3% |
| 3M | -35.3% | -15.9% | -19.4% | -32.0% |
| 6M | -42.8% | -25.0% | -17.8% | -37.9% |
| YTD | -59.7% | -25.1% | -34.6% | -57.0% |
| 1Y | -55.4% | -34.9% | -20.5% | -49.2% |
| 3Y | +592.0% | +252.7% | +339.3% | +270.3% |
| 5Y | +175.7% | +582.3% | -406.6% | +25.9% |
| All | +316.8% | +655.9% | -339.1% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling