+527.5%
APP vs VNQ
+25.2%
+502.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +4.6% | +0.8% | +3.8% | +3.8% |
| 30D | +56.0% | +6.8% | +49.3% | +44.3% |
| 3M | +30.8% | -1.3% | +32.1% | +32.1% |
| 6M | -9.8% | +2.4% | -12.2% | -13.5% |
| YTD | -39.3% | +12.1% | -51.4% | -48.3% |
| 1Y | -26.4% | +12.0% | -38.4% | -37.4% |
| 3Y | +887.9% | +44.8% | +843.1% | +494.9% |
| 5Y | +264.1% | +6.9% | +257.2% | +227.6% |
| All | +527.5% | +25.2% | +502.2% | +407.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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