-0.9%
APA vs VFC
-44.8%
+43.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.1% |
| 7D | -8.7% | +7.7% | -16.4% | -11.2% |
| 30D | -2.4% | +39.2% | -41.6% | -13.5% |
| 3M | +19.0% | +40.3% | -21.3% | +4.7% |
| 6M | +26.8% | +11.4% | +15.4% | +17.8% |
| YTD | +87.3% | +17.5% | +69.8% | +66.6% |
| 1Y | +92.3% | +45.9% | +46.4% | +55.9% |
| 3Y | +37.3% | +47.3% | -10.1% | -9.9% |
| 5Y | +73.2% | -67.2% | +140.4% | +166.7% |
| 10Y | -0.9% | -46.1% | +45.2% | +45.7% |
| All | -0.9% | -44.8% | +43.9% | +45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling