+506.6%
APP vs VXUS
+50.8%
+455.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.9% | -2.4% |
| 7D | +61.1% | +0.5% | +60.6% | +57.3% |
| 30D | +42.8% | -2.5% | +45.3% | +47.7% |
| 3M | +16.7% | -4.6% | +21.3% | +25.1% |
| 6M | -15.6% | -2.6% | -13.0% | -13.7% |
| YTD | -41.3% | +10.4% | -51.7% | -53.5% |
| 1Y | -39.3% | +12.9% | -52.1% | -54.0% |
| 3Y | +803.2% | +68.4% | +734.8% | +218.8% |
| 5Y | +313.2% | +47.7% | +265.5% | +100.0% |
| All | +506.6% | +50.8% | +455.8% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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