+527.5%
APP vs VFC
-70.8%
+598.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.2% | +0.7% | +2.7% |
| 7D | +4.6% | +1.6% | +2.9% | +4.0% |
| 30D | +56.0% | +25.5% | +30.5% | +43.1% |
| 3M | +30.8% | +41.3% | -10.4% | +14.3% |
| 6M | -9.8% | +22.2% | -32.0% | -17.5% |
| YTD | -39.3% | +16.4% | -55.7% | -43.5% |
| 1Y | -26.4% | +38.4% | -64.9% | -36.1% |
| 3Y | +887.9% | +56.2% | +831.7% | +599.2% |
| 5Y | +264.1% | -68.2% | +332.3% | +600.9% |
| All | +527.5% | -70.8% | +598.3% | +1,128.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling