+367.9%
APP vs VTV
+89.0%
+278.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -1.7% |
| 7D | -4.4% | -0.7% | -3.7% | -3.3% |
| 30D | -10.0% | -0.5% | -9.5% | -9.3% |
| 3M | -41.4% | +5.3% | -46.7% | -46.4% |
| 6M | -41.0% | +12.9% | -53.9% | -52.4% |
| YTD | -54.7% | +18.5% | -73.2% | -66.4% |
| 1Y | -45.3% | +25.3% | -70.6% | -63.4% |
| 3Y | +624.3% | +68.2% | +556.1% | +198.6% |
| 5Y | +329.1% | +80.6% | +248.5% | +71.8% |
| All | +367.9% | +89.0% | +278.9% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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