+35.3%
APOG vs VT
+214.8%
-179.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | +1.4% |
| 7D | +0.3% | -4.2% | +4.4% | +6.4% |
| 30D | +15.5% | -5.8% | +21.3% | +25.5% |
| 3M | +7.6% | -5.2% | +12.8% | +16.1% |
| 6M | +31.0% | +0.1% | +30.9% | +30.3% |
| YTD | +29.7% | +8.2% | +21.5% | +15.7% |
| 1Y | +33.3% | +10.1% | +23.2% | +15.8% |
| 3Y | +10.2% | +69.7% | -59.5% | -48.6% |
| 5Y | +6.9% | +53.4% | -46.5% | -41.7% |
| All | +35.3% | +214.8% | -179.5% | -71.5% |
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