-29.8%
APPX vs VT
+35.2%
-64.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +0.2% | +19.5% | +19.1% |
| 7D | +169.5% | -2.3% | +171.8% | +171.8% |
| 30D | +73.1% | -5.0% | +78.1% | +97.4% |
| 3M | +14.3% | -4.9% | +19.2% | +30.4% |
| 6M | -52.6% | -1.5% | -51.0% | -52.5% |
| YTD | -83.7% | +8.5% | -92.1% | -88.2% |
| 1Y | -81.8% | +11.4% | -93.2% | -88.1% |
| All | -29.8% | +35.2% | -64.9% | -84.1% |
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