+329.1%
APP vs VWO
+35.7%
+293.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.3% |
| 7D | -4.4% | +0.2% | -4.5% | -4.6% |
| 30D | -10.0% | +0.9% | -10.9% | -11.2% |
| 3M | -41.4% | +4.3% | -45.7% | -45.0% |
| 6M | -41.0% | +10.5% | -51.6% | -50.6% |
| YTD | -54.7% | +13.4% | -68.1% | -63.4% |
| 1Y | -45.3% | +18.6% | -63.9% | -59.0% |
| 3Y | +624.3% | +65.8% | +558.5% | +205.1% |
| 5Y | +329.1% | +35.2% | +293.9% | +199.3% |
| All | +329.1% | +35.7% | +293.4% | +199.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling