+396.9%
APP vs VWO
+34.7%
+362.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.0% |
| 7D | +1.1% | -1.8% | +2.8% | +3.8% |
| 30D | +6.6% | -0.1% | +6.7% | +6.8% |
| 3M | -32.3% | +2.2% | -34.5% | -34.4% |
| 6M | -29.8% | +8.8% | -38.5% | -39.2% |
| YTD | -51.9% | +12.4% | -64.3% | -60.3% |
| 1Y | -43.3% | +15.6% | -58.9% | -55.1% |
| 3Y | +664.1% | +62.5% | +601.5% | +248.8% |
| 5Y | +318.7% | +34.3% | +284.4% | +167.0% |
| All | +396.9% | +34.7% | +362.1% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling