+187.8%
APD vs VT
+223.7%
-35.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | -0.3% |
| 7D | -1.6% | +0.4% | -1.9% | -1.9% |
| 30D | +10.6% | -2.6% | +13.2% | +13.0% |
| 3M | +2.5% | -3.2% | +5.8% | +5.3% |
| 6M | +6.0% | +0.9% | +5.0% | +4.3% |
| YTD | +28.4% | +11.3% | +17.1% | +14.6% |
| 1Y | +22.2% | +14.0% | +8.1% | +6.5% |
| 3Y | +26.6% | +75.8% | -49.3% | -27.9% |
| 5Y | +11.8% | +57.8% | -46.1% | -29.5% |
| 10Y | +187.8% | +219.8% | -32.0% | -9.2% |
| All | +187.8% | +223.7% | -35.9% | -9.2% |
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