+6.1%
APA vs VT
+221.8%
-215.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +2.1% |
| 7D | +8.5% | +2.4% | +6.2% | +4.7% |
| 30D | +2.8% | -1.5% | +4.3% | +4.3% |
| 3M | +21.7% | -4.1% | +25.8% | +27.9% |
| 6M | +32.6% | +0.6% | +32.1% | +26.9% |
| YTD | +103.7% | +11.0% | +92.7% | +60.4% |
| 1Y | +101.8% | +13.3% | +88.5% | +53.3% |
| 3Y | +48.1% | +73.4% | -25.3% | -45.4% |
| 5Y | +91.9% | +57.4% | +34.5% | -15.1% |
| All | +6.1% | +221.8% | -215.6% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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