+803.2%
APP vs VFC
+47.8%
+755.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.9% | -3.3% |
| 7D | +61.1% | +3.5% | +57.6% | +59.3% |
| 30D | +42.8% | +38.3% | +4.5% | +29.7% |
| 3M | +16.7% | +40.2% | -23.5% | +5.4% |
| 6M | -15.6% | +10.6% | -26.2% | -19.0% |
| YTD | -41.3% | +16.7% | -58.0% | -44.3% |
| 1Y | -39.3% | +45.0% | -84.3% | -45.7% |
| 3Y | +803.2% | +48.8% | +754.4% | +715.7% |
| All | +803.2% | +47.8% | +755.4% | +715.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling