+520.8%
APP vs VXUS
+52.3%
+468.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +0.7% |
| 7D | +48.9% | -0.5% | +49.5% | +47.9% |
| 30D | +49.4% | -1.2% | +50.6% | +50.9% |
| 3M | +27.0% | -3.8% | +30.8% | +34.4% |
| 6M | -15.4% | -1.7% | -13.7% | -15.0% |
| YTD | -39.9% | +11.4% | -51.3% | -53.2% |
| 1Y | -32.0% | +13.3% | -45.3% | -48.6% |
| 3Y | +824.3% | +70.0% | +754.4% | +221.1% |
| 5Y | +252.4% | +48.1% | +204.4% | +69.3% |
| All | +520.8% | +52.3% | +468.6% | +182.0% |
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