+1,301.4%
APPS vs VT
+214.8%
+1,086.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.4% | +10.4% |
| 7D | -8.5% | -4.2% | -4.3% | +0.6% |
| 30D | -7.8% | -5.8% | -2.0% | +5.7% |
| 3M | -26.6% | -5.2% | -21.3% | -16.6% |
| 6M | +148.6% | +0.1% | +148.5% | +150.0% |
| YTD | +93.4% | +8.2% | +85.2% | +60.7% |
| 1Y | +32.6% | +10.1% | +22.5% | +6.5% |
| 3Y | +83.8% | +69.7% | +14.2% | -36.3% |
| 5Y | -86.3% | +53.4% | -139.7% | -93.2% |
| All | +1,301.4% | +214.8% | +1,086.6% | +195.9% |
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