-37.1%
APP vs VFC
+42.4%
-79.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +3.8% |
| 7D | +79.2% | +7.7% | +71.5% | +73.7% |
| 30D | +48.0% | +39.2% | +8.8% | +29.2% |
| 3M | +18.2% | +40.3% | -22.0% | +2.6% |
| 6M | -12.5% | +11.4% | -23.9% | -17.5% |
| YTD | -39.2% | +17.5% | -56.7% | -41.5% |
| All | -37.1% | +42.4% | -79.4% | -39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling