+527.5%
APP vs VGT
+139.8%
+387.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.6% | +6.3% |
| 7D | +4.6% | +2.5% | +2.1% | +0.9% |
| 30D | +56.0% | -9.5% | +65.5% | +75.2% |
| 3M | +30.8% | -9.5% | +40.3% | +45.8% |
| 6M | -9.8% | -1.8% | -8.0% | -13.2% |
| YTD | -39.3% | +18.4% | -57.7% | -56.2% |
| 1Y | -26.4% | +18.7% | -45.2% | -46.9% |
| 3Y | +887.9% | +103.8% | +784.1% | +222.5% |
| 5Y | +264.1% | +104.4% | +159.7% | +24.4% |
| All | +527.5% | +139.8% | +387.6% | +63.9% |
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