+183.2%
APD vs VO
+197.4%
-14.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | +11.0% | +0.5% | +10.5% | +10.5% |
| 3M | +1.3% | -1.1% | +2.4% | +2.1% |
| 6M | +6.4% | +6.4% | 0.0% | +0.6% |
| YTD | +28.9% | +13.5% | +15.4% | +14.8% |
| 1Y | +23.2% | +13.6% | +9.7% | +9.7% |
| 3Y | +26.3% | +65.2% | -38.9% | -18.8% |
| 5Y | +12.0% | +37.7% | -25.7% | -16.6% |
| 10Y | +183.2% | +198.4% | -15.2% | +6.7% |
| All | +183.2% | +197.4% | -14.2% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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