-2.3%
APA vs VT
+214.8%
-217.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +3.8% |
| 7D | -15.6% | -4.2% | -11.4% | -10.5% |
| 30D | -0.9% | -5.8% | +4.9% | +7.6% |
| 3M | +26.1% | -5.2% | +31.3% | +35.0% |
| 6M | +6.1% | +0.1% | +6.0% | +1.8% |
| YTD | +82.8% | +8.2% | +74.6% | +49.8% |
| 1Y | +106.5% | +10.1% | +96.4% | +63.7% |
| 3Y | +21.9% | +69.7% | -47.8% | -53.5% |
| 5Y | +69.7% | +53.4% | +16.3% | -21.7% |
| All | -2.3% | +214.8% | -217.1% | -81.8% |
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