+298.1%
APP vs VUG
+62.0%
+236.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +5.6% |
| 7D | +4.6% | +2.5% | +2.1% | 0.0% |
| 30D | +56.0% | -6.3% | +62.3% | +71.9% |
| 3M | +30.8% | -6.0% | +36.9% | +43.1% |
| 6M | -9.8% | -3.5% | -6.3% | -5.7% |
| YTD | -39.3% | +3.9% | -43.2% | -43.9% |
| 1Y | -26.4% | +5.1% | -31.5% | -33.2% |
| 3Y | +887.9% | +77.9% | +810.1% | +276.0% |
| All | +298.1% | +62.0% | +236.0% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling