+250.4%
APP vs VUG
+65.5%
+184.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.3% |
| 7D | +10.6% | +4.4% | +6.2% | +2.6% |
| 30D | +44.6% | -7.3% | +51.9% | +63.1% |
| 3M | +29.6% | -4.2% | +33.8% | +37.1% |
| 6M | -19.8% | -1.6% | -18.2% | -19.2% |
| YTD | -41.6% | +4.9% | -46.5% | -46.9% |
| 1Y | -32.7% | +3.8% | -36.5% | -37.3% |
| 3Y | +799.0% | +79.4% | +719.6% | +237.0% |
| 5Y | +250.4% | +63.9% | +186.5% | +64.6% |
| All | +250.4% | +65.5% | +184.9% | +64.6% |
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