+367.9%
APP vs VTR
+94.2%
+273.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -4.4% | -2.9% | -1.5% | -3.2% |
| 30D | -10.0% | -2.8% | -7.2% | -8.9% |
| 3M | -41.4% | +9.0% | -50.4% | -44.2% |
| 6M | -41.0% | +5.0% | -46.0% | -43.3% |
| YTD | -54.7% | +16.9% | -71.7% | -59.1% |
| 1Y | -45.3% | +34.3% | -79.6% | -54.5% |
| 3Y | +624.3% | +131.6% | +492.7% | +356.4% |
| 5Y | +329.1% | +88.0% | +241.1% | +191.5% |
| All | +367.9% | +94.2% | +273.7% | +206.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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