+212.6%
APD vs VTEB
+26.6%
+186.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | -1.9% | -1.6% | -0.3% | -0.9% |
| 3M | +8.2% | -2.0% | +10.2% | +9.6% |
| 6M | +10.7% | -1.7% | +12.4% | +11.9% |
| YTD | +22.9% | -0.6% | +23.5% | +23.4% |
| 1Y | +5.8% | +1.8% | +4.0% | +4.6% |
| 3Y | +7.8% | +9.6% | -1.8% | +2.0% |
| 5Y | +26.1% | +2.1% | +24.0% | +23.7% |
| 10Y | +163.7% | +18.9% | +144.8% | +182.2% |
| All | +212.6% | +26.6% | +186.0% | +280.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling