+154.8%
APA vs VFC
-79.1%
+233.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -3.6% |
| 7D | +0.5% | -1.6% | +2.2% | +0.8% |
| 30D | +23.4% | -11.6% | +35.0% | +26.1% |
| 3M | +12.7% | -18.1% | +30.8% | +15.4% |
| 6M | +39.4% | -27.4% | +66.8% | +44.8% |
| YTD | +79.0% | -24.8% | +103.8% | +83.8% |
| 1Y | +88.8% | -8.2% | +97.0% | +83.1% |
| 3Y | +6.4% | -29.1% | +35.5% | +1.0% |
| All | +154.8% | -79.1% | +233.9% | +292.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling