+292.6%
APP vs VTR
+95.0%
+197.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.2% | +10.0% |
| 7D | +71.2% | +4.7% | +66.6% | +67.9% |
| 30D | +39.1% | +10.9% | +28.2% | +32.3% |
| 3M | +16.5% | -3.2% | +19.8% | +18.0% |
| 6M | -16.6% | +3.7% | -20.2% | -19.5% |
| YTD | -41.9% | +16.8% | -58.7% | -48.1% |
| 1Y | -37.0% | +21.3% | -58.4% | -45.1% |
| 3Y | +892.4% | +119.0% | +773.4% | +515.3% |
| All | +292.6% | +95.0% | +197.6% | +160.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling