+527.5%
APP vs VYM
+88.0%
+439.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.1% |
| 7D | +4.6% | +3.7% | +0.9% | -1.1% |
| 30D | +56.0% | +3.7% | +52.3% | +45.1% |
| 3M | +30.8% | -0.7% | +31.6% | +30.6% |
| 6M | -9.8% | +7.2% | -17.0% | -20.9% |
| YTD | -39.3% | +16.9% | -56.2% | -54.2% |
| 1Y | -26.4% | +19.6% | -46.1% | -46.6% |
| 3Y | +887.9% | +74.6% | +813.3% | +293.6% |
| 5Y | +264.1% | +72.3% | +191.8% | +57.0% |
| All | +527.5% | +88.0% | +439.5% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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