+527.5%
APP vs VTR
+94.4%
+433.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.3% |
| 7D | +4.6% | +0.2% | +4.4% | +4.5% |
| 30D | +56.0% | +5.5% | +50.6% | +52.3% |
| 3M | +30.8% | -0.9% | +31.8% | +31.0% |
| 6M | -9.8% | -0.4% | -9.4% | -10.8% |
| YTD | -39.3% | +17.0% | -56.3% | -45.3% |
| 1Y | -26.4% | +18.0% | -44.4% | -34.1% |
| 3Y | +887.9% | +127.4% | +760.6% | +529.1% |
| 5Y | +264.1% | +92.3% | +171.8% | +146.0% |
| All | +527.5% | +94.4% | +433.1% | +309.7% |
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