+527.5%
APP vs VEA
+60.8%
+466.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +4.6% | +2.3% | +2.3% | +0.9% |
| 30D | +56.0% | +0.2% | +55.8% | +53.5% |
| 3M | +30.8% | -5.3% | +36.2% | +41.5% |
| 6M | -9.8% | -0.9% | -8.9% | -10.7% |
| YTD | -39.3% | +12.2% | -51.5% | -53.2% |
| 1Y | -26.4% | +16.1% | -42.5% | -46.8% |
| 3Y | +887.9% | +73.0% | +814.9% | +247.4% |
| 5Y | +264.1% | +53.7% | +210.4% | +65.4% |
| All | +527.5% | +60.8% | +466.7% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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