-3.7%
APA vs VNQ
+64.0%
-67.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.3% |
| 7D | +4.6% | -1.3% | +5.9% | +5.9% |
| 30D | +11.9% | -2.6% | +14.5% | +14.6% |
| 3M | +22.5% | -2.0% | +24.5% | +24.2% |
| 6M | +37.5% | +4.3% | +33.2% | +28.8% |
| YTD | +87.2% | +9.2% | +77.9% | +66.9% |
| 1Y | +101.4% | +5.6% | +95.8% | +86.0% |
| 3Y | +16.9% | +30.8% | -13.9% | -15.9% |
| 5Y | +178.4% | +8.0% | +170.5% | +145.8% |
| All | -3.7% | +64.0% | -67.7% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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