+500.0%
APP vs V
+96.6%
+403.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.8% | +9.9% |
| 7D | +71.2% | +2.2% | +69.0% | +67.0% |
| 30D | +39.1% | +13.6% | +25.5% | +23.8% |
| 3M | +16.5% | +14.3% | +2.3% | +3.0% |
| 6M | -16.6% | +33.1% | -49.7% | -35.8% |
| YTD | -41.9% | +21.2% | -63.2% | -51.6% |
| 1Y | -37.0% | +26.4% | -63.5% | -49.6% |
| 3Y | +892.4% | +77.6% | +814.9% | +486.4% |
| 5Y | +297.3% | +102.6% | +194.7% | +107.0% |
| All | +500.0% | +96.6% | +403.4% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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