-2.6%
APA vs VFC
-69.4%
+66.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +3.7% |
| 7D | +0.3% | -2.3% | +2.7% | +1.1% |
| 30D | +9.3% | -13.4% | +22.7% | +14.6% |
| 3M | +23.3% | -23.7% | +47.0% | +32.0% |
| 6M | +39.5% | -24.5% | +63.9% | +46.5% |
| YTD | +87.6% | -27.8% | +115.5% | +99.2% |
| 1Y | +114.2% | -13.5% | +127.7% | +107.8% |
| 3Y | +13.6% | -27.1% | +40.7% | -3.1% |
| 5Y | +175.6% | -79.0% | +254.6% | +388.0% |
| 10Y | -2.6% | -68.7% | +66.1% | +63.0% |
| All | -2.6% | -69.4% | +66.7% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VFC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling