+561.1%
APP vs VSXY
+101.4%
+459.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -2.9% |
| 7D | +61.1% | +10.2% | +50.9% | +57.1% |
| 30D | +42.8% | +33.6% | +9.1% | +32.2% |
| 3M | +16.7% | +10.8% | +5.9% | +12.7% |
| 6M | -15.6% | +130.5% | -146.1% | -36.3% |
| YTD | -41.3% | +104.4% | -145.8% | -55.0% |
| 1Y | -39.3% | +216.5% | -255.8% | -59.9% |
| 3Y | +803.2% | +465.9% | +337.3% | +337.9% |
| 5Y | +313.2% | +123.1% | +190.0% | +173.6% |
| All | +561.1% | +101.4% | +459.7% | +352.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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