+333.0%
APP vs VUG
+76.6%
+256.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +3.1% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -23.3% | -0.3% | -23.0% | -22.8% |
| 3M | -42.6% | -0.7% | -42.0% | -41.9% |
| 6M | -33.6% | +14.6% | -48.2% | -48.7% |
| YTD | -52.4% | +9.0% | -61.4% | -58.8% |
| 1Y | -35.9% | +14.9% | -50.7% | -49.6% |
| 3Y | +642.2% | +86.0% | +556.2% | +167.0% |
| All | +333.0% | +76.6% | +256.3% | +85.7% |
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