+506.6%
APP vs VFC
-70.7%
+577.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.9% | -3.3% |
| 7D | +61.1% | +3.5% | +57.6% | +58.8% |
| 30D | +42.8% | +38.3% | +4.5% | +26.1% |
| 3M | +16.7% | +40.2% | -23.5% | +2.2% |
| 6M | -15.6% | +10.6% | -26.2% | -19.9% |
| YTD | -41.3% | +16.7% | -58.0% | -45.4% |
| 1Y | -39.3% | +45.0% | -84.3% | -48.2% |
| 3Y | +803.2% | +48.8% | +754.4% | +557.1% |
| 5Y | +313.2% | -67.6% | +380.7% | +690.3% |
| All | +506.6% | -70.7% | +577.3% | +1,085.8% |
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 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