-29.3%
APPS vs VT
+356.1%
-385.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.6% |
| 7D | -9.6% | -1.6% | -8.0% | -7.7% |
| 30D | -17.7% | -2.5% | -15.2% | -14.9% |
| 3M | +2.1% | -1.3% | +3.4% | +4.5% |
| 6M | +149.7% | +3.1% | +146.6% | +144.6% |
| YTD | +83.8% | +10.9% | +72.9% | +65.9% |
| 1Y | +45.6% | +12.1% | +33.6% | +30.7% |
| 3Y | +74.7% | +73.9% | +0.8% | +7.5% |
| 5Y | -87.4% | +58.0% | -145.4% | -90.7% |
| 10Y | +1,431.7% | +225.5% | +1,206.2% | +705.9% |
| All | -29.3% | +356.1% | -385.4% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling