+500.0%
APP vs VUG
+85.0%
+415.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.9% | +9.0% | +8.3% |
| 7D | +71.2% | -3.4% | +74.6% | +77.4% |
| 30D | +39.1% | -11.1% | +50.2% | +68.4% |
| 3M | +16.5% | -7.2% | +23.8% | +30.3% |
| 6M | -16.6% | -4.1% | -12.4% | -12.2% |
| YTD | -41.9% | +1.4% | -43.3% | -43.9% |
| 1Y | -37.0% | +1.9% | -38.9% | -39.4% |
| 3Y | +892.4% | +77.7% | +814.7% | +285.9% |
| 5Y | +297.3% | +57.6% | +239.7% | +100.2% |
| All | +500.0% | +85.0% | +415.0% | +127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling