+6.1%
APA vs VSH
+115.4%
-109.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +3.5% |
| 7D | +8.5% | +14.3% | -5.8% | +1.2% |
| 30D | +2.8% | -7.9% | +10.6% | +3.6% |
| 3M | +21.7% | -19.9% | +41.6% | +28.0% |
| 6M | +32.6% | -30.5% | +63.1% | +32.4% |
| YTD | +103.7% | +85.7% | +18.0% | +4.9% |
| 1Y | +101.8% | +98.9% | +2.9% | -1.2% |
| 3Y | +48.1% | +32.1% | +16.0% | -15.0% |
| 5Y | +91.9% | +39.7% | +52.2% | -0.9% |
| All | +6.1% | +115.4% | -109.3% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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