+520.8%
APP vs VUG
+91.9%
+428.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.7% | -0.6% |
| 7D | +48.9% | -1.1% | +50.0% | +47.9% |
| 30D | +49.4% | -7.0% | +56.4% | +67.2% |
| 3M | +27.0% | -3.7% | +30.7% | +32.9% |
| 6M | -15.4% | -1.6% | -13.8% | -14.7% |
| YTD | -39.9% | +5.1% | -45.1% | -45.5% |
| 1Y | -32.0% | +3.8% | -35.7% | -36.4% |
| 3Y | +824.3% | +79.9% | +744.5% | +251.2% |
| 5Y | +252.4% | +66.4% | +186.1% | +62.5% |
| All | +520.8% | +91.9% | +428.9% | +120.5% |
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