+367.9%
APP vs VGT
+160.5%
+207.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.0% |
| 7D | -4.4% | +1.5% | -5.9% | -6.5% |
| 30D | -10.0% | +0.5% | -10.5% | -11.1% |
| 3M | -41.4% | +5.3% | -46.7% | -46.7% |
| 6M | -41.0% | +32.4% | -73.5% | -63.5% |
| YTD | -54.7% | +28.6% | -83.3% | -70.0% |
| 1Y | -45.3% | +37.6% | -83.0% | -67.6% |
| 3Y | +624.3% | +125.5% | +498.8% | +111.5% |
| 5Y | +329.1% | +135.2% | +193.9% | +25.4% |
| All | +367.9% | +160.5% | +207.4% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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