+1,121.0%
APPF vs VT
+214.8%
+906.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.5% | +3.3% |
| 7D | +12.6% | -4.2% | +16.8% | +18.2% |
| 30D | +14.7% | -5.8% | +20.5% | +22.9% |
| 3M | +20.8% | -5.2% | +26.1% | +28.2% |
| 6M | +35.0% | +0.1% | +34.9% | +32.2% |
| YTD | +0.2% | +8.2% | -8.0% | -11.3% |
| 1Y | -9.4% | +10.1% | -19.6% | -21.6% |
| 3Y | +17.8% | +69.7% | -51.9% | -41.6% |
| 5Y | +72.7% | +53.4% | +19.4% | -1.3% |
| All | +1,121.0% | +214.8% | +906.2% | +286.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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