-55.4%
APP vs VFC
+52.5%
-107.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.4% | +6.2% | +8.9% |
| 7D | +4.5% | +21.5% | -16.9% | -3.1% |
| 30D | -3.6% | +46.7% | -50.3% | -17.1% |
| 3M | -35.3% | +38.4% | -73.6% | -43.0% |
| 6M | -42.8% | +15.2% | -58.0% | -46.8% |
| YTD | -59.7% | +17.8% | -77.5% | -61.2% |
| 1Y | -55.4% | +55.6% | -110.9% | -57.1% |
| All | -55.4% | +52.5% | -107.8% | -57.1% |
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