+329.1%
APP vs VTRS
+40.2%
+288.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -1.9% |
| 7D | -4.4% | -3.5% | -0.9% | -2.5% |
| 30D | -10.0% | +2.1% | -12.1% | -11.1% |
| 3M | -41.4% | +2.6% | -44.0% | -42.0% |
| 6M | -41.0% | +17.8% | -58.8% | -46.1% |
| YTD | -54.7% | +35.7% | -90.4% | -62.0% |
| 1Y | -45.3% | +63.5% | -108.8% | -59.3% |
| 3Y | +624.3% | +85.1% | +539.1% | +391.1% |
| 5Y | +329.1% | +42.5% | +286.6% | +199.2% |
| All | +329.1% | +40.2% | +288.9% | +199.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling