+382.3%
APP vs ITOT
+86.1%
+296.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +4.5% |
| 7D | +0.3% | -2.0% | +2.3% | +4.9% |
| 30D | -1.3% | -2.0% | +0.6% | +2.9% |
| 3M | -36.2% | +4.5% | -40.8% | -41.9% |
| 6M | -34.1% | +12.6% | -46.8% | -49.2% |
| YTD | -53.3% | +12.0% | -65.3% | -63.0% |
| 1Y | -44.5% | +17.3% | -61.8% | -60.1% |
| 3Y | +646.7% | +75.2% | +571.4% | +151.6% |
| 5Y | +306.4% | +74.0% | +232.4% | +52.9% |
| All | +382.3% | +86.1% | +296.2% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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