+333.0%
APP vs VGT
+133.3%
+199.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +1.7% |
| 7D | +0.9% | +1.0% | -0.1% | -0.8% |
| 30D | -23.3% | +1.3% | -24.6% | -25.1% |
| 3M | -42.6% | -1.1% | -41.5% | -42.8% |
| 6M | -33.6% | +32.6% | -66.2% | -59.3% |
| YTD | -52.4% | +29.0% | -81.4% | -68.8% |
| 1Y | -35.9% | +39.7% | -75.6% | -63.0% |
| 3Y | +642.2% | +120.9% | +521.3% | +119.3% |
| All | +333.0% | +133.3% | +199.6% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling