+503.8%
APP vs VFC
-71.7%
+575.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.2% | -1.7% |
| 7D | +10.6% | -1.4% | +12.0% | +11.2% |
| 30D | +44.6% | +24.6% | +19.9% | +32.8% |
| 3M | +29.6% | +38.4% | -8.8% | +14.0% |
| 6M | -19.8% | +15.3% | -35.1% | -24.9% |
| YTD | -41.6% | +12.7% | -54.3% | -44.9% |
| 1Y | -32.7% | +32.7% | -65.4% | -40.6% |
| 3Y | +799.0% | +43.7% | +755.3% | +562.5% |
| 5Y | +250.4% | -69.2% | +319.5% | +582.4% |
| All | +503.8% | -71.7% | +575.5% | +1,095.5% |
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