+528.8%
APP vs VFC
-70.5%
+599.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +3.8% |
| 7D | +79.2% | +7.7% | +71.5% | +74.2% |
| 30D | +48.0% | +39.2% | +8.8% | +30.3% |
| 3M | +18.2% | +40.3% | -22.0% | +3.6% |
| 6M | -12.5% | +11.4% | -23.9% | -17.2% |
| YTD | -39.2% | +17.5% | -56.7% | -43.5% |
| 1Y | -33.9% | +45.9% | -79.7% | -43.7% |
| 3Y | +933.3% | +47.3% | +885.9% | +656.0% |
| 5Y | +295.9% | -67.2% | +363.1% | +654.1% |
| All | +528.8% | -70.5% | +599.4% | +1,126.1% |
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