+576.5%
APP vs VSXY
+99.7%
+476.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.6% |
| 7D | +48.9% | +0.8% | +48.1% | +48.5% |
| 30D | +49.4% | +24.0% | +25.4% | +41.3% |
| 3M | +27.0% | +16.7% | +10.3% | +21.0% |
| 6M | -15.4% | +138.6% | -154.0% | -36.8% |
| YTD | -39.9% | +102.8% | -142.7% | -53.9% |
| 1Y | -32.0% | +214.2% | -246.1% | -55.0% |
| 3Y | +824.3% | +461.4% | +363.0% | +349.1% |
| 5Y | +252.4% | +118.3% | +134.2% | +133.9% |
| All | +576.5% | +99.7% | +476.8% | +363.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling