-25.0%
APPX vs VT
+39.6%
-64.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +1.7% |
| 7D | +107.5% | -0.7% | +108.2% | +102.6% |
| 30D | +99.5% | -1.7% | +101.2% | +108.4% |
| 3M | +36.5% | -2.3% | +38.8% | +45.7% |
| 6M | -50.6% | +1.5% | -52.1% | -53.8% |
| YTD | -82.6% | +12.0% | -94.6% | -88.4% |
| 1Y | -78.6% | +12.9% | -91.5% | -86.0% |
| All | -25.0% | +39.6% | -64.6% | -84.4% |
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