+27.2%
APA vs VSH
+6.8%
+20.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +1.6% |
| 7D | -15.5% | -12.9% | -2.6% | -13.4% |
| 30D | +2.4% | -36.9% | +39.2% | +10.9% |
| 3M | +22.8% | -28.8% | +51.5% | +28.6% |
| 6M | +17.9% | -30.3% | +48.2% | +14.3% |
| YTD | +87.7% | +62.4% | +25.3% | +27.1% |
| 1Y | +94.2% | +62.5% | +31.7% | +30.9% |
| 3Y | +27.2% | +7.4% | +19.8% | -7.9% |
| All | +27.2% | +6.8% | +20.4% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling