+528.8%
APP vs VUG
+90.2%
+438.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.8% | +2.0% | -0.1% |
| 7D | +79.2% | +0.5% | +78.7% | +73.1% |
| 30D | +48.0% | -8.2% | +56.2% | +69.3% |
| 3M | +18.2% | -5.4% | +23.7% | +27.9% |
| 6M | -12.5% | -2.5% | -9.9% | -10.4% |
| YTD | -39.2% | +4.2% | -43.3% | -43.9% |
| 1Y | -33.9% | +5.0% | -38.9% | -39.6% |
| 3Y | +933.3% | +81.7% | +851.5% | +286.3% |
| 5Y | +295.9% | +62.5% | +233.3% | +89.4% |
| All | +528.8% | +90.2% | +438.7% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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