+500.0%
APP vs VT
+67.2%
+432.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.2% | +9.6% | +9.4% |
| 7D | +71.2% | -2.3% | +73.5% | +75.9% |
| 30D | +39.1% | -5.0% | +44.0% | +52.6% |
| 3M | +16.5% | -4.9% | +21.4% | +27.5% |
| 6M | -16.6% | -1.5% | -15.0% | -16.1% |
| YTD | -41.9% | +8.5% | -50.4% | -53.0% |
| 1Y | -37.0% | +11.4% | -48.4% | -51.8% |
| 3Y | +892.4% | +70.1% | +822.4% | +216.0% |
| 5Y | +297.3% | +53.7% | +243.6% | +69.0% |
| All | +500.0% | +67.2% | +432.8% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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