-3.7%
APA vs VTEB
+17.9%
-21.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | +4.6% | -0.9% | +5.5% | +4.6% |
| 30D | +11.9% | -2.5% | +14.4% | +12.0% |
| 3M | +22.5% | -3.0% | +25.4% | +22.7% |
| 6M | +37.5% | -2.1% | +39.7% | +37.6% |
| YTD | +87.2% | -1.5% | +88.6% | +87.0% |
| 1Y | +101.4% | +0.2% | +101.3% | +100.7% |
| 3Y | +16.9% | +8.6% | +8.4% | +14.4% |
| 5Y | +178.4% | +1.2% | +177.2% | +175.8% |
| All | -3.7% | +17.9% | -21.6% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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