-78.7%
AP vs VT
+356.1%
-434.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -8.9% | -1.6% | -7.3% | -6.9% |
| 30D | -22.3% | -2.5% | -19.8% | -19.4% |
| 3M | -9.8% | -1.3% | -8.5% | -7.6% |
| 6M | -28.0% | +3.1% | -31.1% | -28.8% |
| YTD | +41.5% | +10.9% | +30.5% | +30.2% |
| 1Y | +271.4% | +12.1% | +259.4% | +236.7% |
| 3Y | +179.3% | +73.9% | +105.4% | +51.6% |
| 5Y | +39.9% | +58.0% | -18.1% | -17.8% |
| 10Y | -27.0% | +225.5% | -252.5% | -85.0% |
| All | -78.7% | +356.1% | -434.8% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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