-35.9%
APP vs VFC
-6.8%
-29.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.1% | +1.3% |
| 7D | +0.9% | -1.6% | +2.5% | +1.5% |
| 30D | -23.3% | -11.6% | -11.6% | -19.2% |
| 3M | -42.6% | -18.1% | -24.5% | -38.6% |
| 6M | -33.6% | -27.4% | -6.3% | -26.1% |
| YTD | -52.4% | -24.8% | -27.6% | -46.3% |
| 1Y | -35.9% | -8.2% | -27.7% | -30.8% |
| All | -35.9% | -6.8% | -29.0% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling