+391.7%
APP vs VWO
+37.2%
+354.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.1% |
| 7D | +0.9% | +1.1% | -0.2% | -0.7% |
| 30D | -23.3% | +2.4% | -25.7% | -25.9% |
| 3M | -42.6% | +2.0% | -44.6% | -44.4% |
| 6M | -33.6% | +10.7% | -44.3% | -44.1% |
| YTD | -52.4% | +14.4% | -66.8% | -61.7% |
| 1Y | -35.9% | +22.7% | -58.6% | -53.8% |
| 3Y | +642.2% | +64.2% | +578.0% | +234.1% |
| 5Y | +311.1% | +35.8% | +275.3% | +156.8% |
| All | +391.7% | +37.2% | +354.5% | +191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling