+520.8%
APP vs VTV
+95.0%
+425.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +0.7% |
| 7D | +48.9% | -0.4% | +49.4% | +48.0% |
| 30D | +49.4% | +3.9% | +45.5% | +38.6% |
| 3M | +27.0% | +2.6% | +24.5% | +20.3% |
| 6M | -15.4% | +11.5% | -26.9% | -30.7% |
| YTD | -39.9% | +22.3% | -62.2% | -58.3% |
| 1Y | -32.0% | +24.5% | -56.5% | -54.3% |
| 3Y | +824.3% | +78.8% | +745.6% | +239.1% |
| 5Y | +252.4% | +78.6% | +173.8% | +35.9% |
| All | +520.8% | +95.0% | +425.8% | +134.4% |
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