+803.2%
APP vs VUG
+79.7%
+723.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -2.2% |
| 7D | +61.1% | -1.2% | +62.3% | +60.2% |
| 30D | +42.8% | -8.9% | +51.6% | +66.7% |
| 3M | +16.7% | -5.9% | +22.6% | +27.7% |
| 6M | -15.6% | -3.3% | -12.3% | -12.4% |
| YTD | -41.3% | +3.4% | -44.7% | -45.8% |
| 1Y | -39.3% | +1.9% | -41.2% | -41.9% |
| 3Y | +803.2% | +76.9% | +726.3% | +235.9% |
| All | +803.2% | +79.7% | +723.5% | +235.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling