-55.3%
APA vs VT
+374.2%
-429.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +0.5% | +0.4% | +0.1% | -0.1% |
| 30D | +23.4% | +1.0% | +22.4% | +21.5% |
| 3M | +12.7% | +2.4% | +10.3% | +7.6% |
| 6M | +39.4% | +12.0% | +27.4% | +14.2% |
| YTD | +79.0% | +15.3% | +63.6% | +40.3% |
| 1Y | +88.8% | +22.6% | +66.2% | +35.6% |
| 3Y | +6.4% | +74.7% | -68.3% | -53.1% |
| 5Y | +153.0% | +66.1% | +86.8% | +22.6% |
| 10Y | +7.5% | +225.0% | -217.5% | -73.8% |
| All | -55.3% | +374.2% | -429.5% | -93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling