+250.4%
APP vs VSH
+46.9%
+203.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -1.4% |
| 7D | +10.6% | +26.2% | -15.7% | +3.2% |
| 30D | +44.6% | -12.5% | +57.1% | +48.4% |
| 3M | +29.6% | -16.9% | +46.5% | +33.3% |
| 6M | -19.8% | -17.0% | -2.8% | -24.7% |
| YTD | -41.6% | +93.8% | -135.4% | -64.9% |
| 1Y | -32.7% | +99.3% | -132.0% | -60.2% |
| 3Y | +799.0% | +35.0% | +764.0% | +506.2% |
| 5Y | +250.4% | +45.8% | +204.6% | +99.4% |
| All | +250.4% | +46.9% | +203.5% | +99.4% |
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