-41.3%
APPX vs VT
+34.9%
-76.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +62.4% | -4.1% | +66.5% | +73.6% |
| 7D | +78.4% | -4.2% | +82.6% | +95.6% |
| 30D | +46.7% | -5.8% | +52.5% | +72.2% |
| 3M | -41.9% | -5.2% | -36.7% | -32.8% |
| 6M | -61.7% | +0.1% | -61.8% | -64.8% |
| YTD | -86.3% | +8.2% | -94.6% | -90.1% |
| 1Y | -84.7% | +10.1% | -94.8% | -89.5% |
| All | -41.3% | +34.9% | -76.2% | -86.7% |
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