+6.8%
APA vs VT
+224.5%
-217.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +0.5% | +0.4% | +0.1% | -0.2% |
| 30D | +23.4% | +1.0% | +22.4% | +21.3% |
| 3M | +12.7% | +2.4% | +10.3% | +6.8% |
| 6M | +39.4% | +12.0% | +27.4% | +10.7% |
| YTD | +79.0% | +15.3% | +63.6% | +34.7% |
| 1Y | +88.8% | +22.6% | +66.2% | +27.8% |
| 3Y | +6.4% | +74.7% | -68.3% | -60.6% |
| 5Y | +153.0% | +66.1% | +86.8% | +4.9% |
| All | +6.8% | +224.5% | -217.7% | -80.5% |
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