-28.6%
APPX vs VT
+38.0%
-66.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.6% | -5.8% |
| 7D | +139.6% | -0.1% | +139.7% | +127.9% |
| 30D | +81.3% | -3.1% | +84.4% | +96.9% |
| 3M | +14.4% | -3.5% | +17.9% | +26.5% |
| 6M | -51.0% | +0.5% | -51.5% | -52.9% |
| YTD | -83.4% | +10.8% | -94.2% | -88.6% |
| 1Y | -83.2% | +11.9% | -95.1% | -88.8% |
| All | -28.6% | +38.0% | -66.6% | -84.7% |
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