+520.8%
APP vs VWO
+28.0%
+492.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +0.5% |
| 7D | +48.9% | +1.7% | +47.3% | +43.7% |
| 30D | +49.4% | -4.2% | +53.6% | +58.4% |
| 3M | +27.0% | -4.6% | +31.7% | +35.4% |
| 6M | -15.4% | -5.0% | -10.4% | -9.7% |
| YTD | -39.9% | +6.8% | -46.7% | -46.8% |
| 1Y | -32.0% | +5.8% | -37.7% | -38.6% |
| 3Y | +824.3% | +58.1% | +766.2% | +334.2% |
| 5Y | +252.4% | +27.6% | +224.9% | +143.1% |
| All | +520.8% | +28.0% | +492.8% | +305.7% |
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