-53.3%
APA vs VT
+363.9%
-417.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.7% | -8.6% | -9.2% |
| 7D | -13.0% | -0.3% | -12.6% | -12.9% |
| 30D | +2.0% | -1.4% | +3.4% | +3.5% |
| 3M | +24.9% | -1.4% | +26.3% | +26.1% |
| 6M | +7.2% | +5.5% | +1.7% | -3.3% |
| YTD | +87.1% | +12.8% | +74.3% | +49.9% |
| 1Y | +107.2% | +15.4% | +91.7% | +60.3% |
| 3Y | +24.7% | +76.9% | -52.2% | -46.2% |
| 5Y | +78.5% | +60.4% | +18.1% | -10.5% |
| 10Y | +2.3% | +232.8% | -230.5% | -76.0% |
| All | -53.3% | +363.9% | -417.2% | -93.3% |
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