+527.5%
APP vs VTV
+94.6%
+432.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.6% |
| 7D | +4.6% | +2.9% | +1.7% | +0.1% |
| 30D | +56.0% | +3.8% | +52.2% | +45.0% |
| 3M | +30.8% | +1.6% | +29.3% | +26.0% |
| 6M | -9.8% | +11.2% | -21.0% | -25.8% |
| YTD | -39.3% | +22.0% | -61.3% | -57.6% |
| 1Y | -26.4% | +24.9% | -51.3% | -50.8% |
| 3Y | +887.9% | +78.5% | +809.5% | +263.5% |
| 5Y | +264.1% | +77.8% | +186.3% | +41.1% |
| All | +527.5% | +94.6% | +432.9% | +137.9% |
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