+338.9%
APP vs VYM
+77.8%
+261.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -1.9% |
| 7D | +0.1% | +0.1% | 0.0% | -0.1% |
| 30D | -10.0% | -1.3% | -8.8% | -8.1% |
| 3M | -44.6% | +4.1% | -48.7% | -48.5% |
| 6M | -37.9% | +9.8% | -47.7% | -47.7% |
| YTD | -53.7% | +15.3% | -69.0% | -64.3% |
| 1Y | -43.0% | +20.0% | -63.0% | -59.1% |
| 3Y | +640.8% | +66.2% | +574.5% | +203.6% |
| All | +338.9% | +77.8% | +261.1% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling