+0.3%
APA vs VT
+215.5%
-215.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.3% |
| 7D | -15.5% | -2.3% | -13.2% | -12.8% |
| 30D | +2.4% | -5.0% | +7.3% | +9.7% |
| 3M | +22.8% | -4.9% | +27.7% | +30.7% |
| 6M | +17.9% | -1.5% | +19.5% | +16.6% |
| YTD | +87.7% | +8.5% | +79.2% | +53.2% |
| 1Y | +94.2% | +11.4% | +82.8% | +51.3% |
| 3Y | +27.2% | +70.1% | -42.9% | -51.7% |
| 5Y | +74.1% | +53.7% | +20.4% | -19.9% |
| All | +0.3% | +215.5% | -215.2% | -81.4% |
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