+333.0%
APP vs VSH
+64.7%
+268.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +0.7% |
| 7D | +0.9% | +4.1% | -3.2% | -0.5% |
| 30D | -23.3% | -4.2% | -19.1% | -22.4% |
| 3M | -42.6% | -50.0% | +7.3% | -28.9% |
| 6M | -33.6% | +80.2% | -113.8% | -55.5% |
| YTD | -52.4% | +121.1% | -173.5% | -71.7% |
| 1Y | -35.9% | +112.0% | -147.9% | -61.6% |
| 3Y | +642.2% | +22.5% | +619.7% | +491.1% |
| All | +333.0% | +64.7% | +268.3% | +154.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling