+382.3%
APP vs VTRS
+55.2%
+327.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.5% |
| 7D | +0.3% | -3.3% | +3.6% | +2.0% |
| 30D | -1.3% | +1.4% | -2.7% | -2.1% |
| 3M | -36.2% | +4.6% | -40.9% | -37.4% |
| 6M | -34.1% | +18.1% | -52.2% | -39.6% |
| YTD | -53.3% | +34.7% | -88.0% | -60.3% |
| 1Y | -44.5% | +65.6% | -110.2% | -58.3% |
| 3Y | +646.7% | +83.8% | +562.9% | +423.2% |
| 5Y | +306.4% | +46.5% | +259.9% | +189.5% |
| All | +382.3% | +55.2% | +327.2% | +243.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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