+520.8%
APP vs VGT
+145.3%
+375.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | -1.8% |
| 7D | +48.9% | -1.6% | +50.5% | +47.8% |
| 30D | +49.4% | -10.1% | +59.5% | +70.1% |
| 3M | +27.0% | -5.3% | +32.3% | +32.3% |
| 6M | -15.4% | +0.2% | -15.6% | -21.0% |
| YTD | -39.9% | +21.1% | -61.0% | -58.0% |
| 1Y | -32.0% | +18.2% | -50.1% | -50.3% |
| 3Y | +824.3% | +107.4% | +716.9% | +195.0% |
| 5Y | +252.4% | +111.5% | +140.9% | +15.1% |
| All | +520.8% | +145.3% | +375.5% | +57.2% |
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