+527.5%
APP vs VTEB
+3.1%
+524.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.7% |
| 7D | +4.6% | -1.2% | +5.8% | +7.8% |
| 30D | +56.0% | +2.5% | +53.6% | +48.3% |
| 3M | +30.8% | -1.7% | +32.5% | +37.3% |
| 6M | -9.8% | -1.2% | -8.6% | -6.1% |
| YTD | -39.3% | -0.5% | -38.8% | -38.0% |
| 1Y | -26.4% | -0.1% | -26.4% | -25.6% |
| 3Y | +887.9% | +10.5% | +877.5% | +658.8% |
| 5Y | +264.1% | +2.6% | +261.5% | +207.0% |
| All | +527.5% | +3.1% | +524.4% | +367.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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