+520.8%
APP vs VFC
-70.9%
+591.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.5% |
| 7D | +48.9% | -1.4% | +50.3% | +49.4% |
| 30D | +49.4% | +30.7% | +18.7% | +34.9% |
| 3M | +27.0% | +40.6% | -13.6% | +11.1% |
| 6M | -15.4% | +16.5% | -31.9% | -21.2% |
| YTD | -39.9% | +16.2% | -56.1% | -44.0% |
| 1Y | -32.0% | +42.4% | -74.4% | -41.5% |
| 3Y | +824.3% | +48.1% | +776.3% | +573.7% |
| 5Y | +252.4% | -67.8% | +320.2% | +575.8% |
| All | +520.8% | -70.9% | +591.7% | +1,115.6% |
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