+527.5%
APP vs VSH
+14.4%
+513.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.2% | +8.1% | +5.1% |
| 7D | +4.6% | +14.3% | -9.8% | +0.3% |
| 30D | +56.0% | -7.9% | +63.9% | +57.1% |
| 3M | +30.8% | -19.9% | +50.7% | +35.8% |
| 6M | -9.8% | -30.5% | +20.7% | -8.1% |
| YTD | -39.3% | +85.7% | -124.9% | -62.6% |
| 1Y | -26.4% | +98.9% | -125.4% | -56.4% |
| 3Y | +887.9% | +32.1% | +855.8% | +567.7% |
| 5Y | +264.1% | +39.7% | +224.4% | +121.6% |
| All | +527.5% | +14.4% | +513.1% | +289.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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