+27.2%
APA vs VFC
+39.5%
-12.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -15.5% | +11.2% | -26.7% | -16.9% |
| 30D | +2.4% | +41.5% | -39.1% | -3.0% |
| 3M | +22.8% | +38.9% | -16.1% | +16.4% |
| 6M | +17.9% | +6.1% | +11.8% | +15.8% |
| YTD | +87.7% | +14.5% | +73.1% | +79.4% |
| 1Y | +94.2% | +46.0% | +48.2% | +75.2% |
| 3Y | +27.2% | +36.4% | -9.2% | +6.6% |
| All | +27.2% | +39.5% | -12.3% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling