+289.8%
APOG vs VT
+356.1%
-66.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +1.9% | -1.6% | +3.5% | +3.9% |
| 30D | +29.6% | -2.5% | +32.1% | +33.8% |
| 3M | +10.0% | -1.3% | +11.3% | +11.9% |
| 6M | +29.1% | +3.1% | +26.0% | +23.9% |
| YTD | +29.6% | +10.9% | +18.7% | +13.4% |
| 1Y | +32.3% | +12.1% | +20.2% | +14.1% |
| 3Y | +10.1% | +73.9% | -63.8% | -45.7% |
| 5Y | +11.5% | +58.0% | -46.4% | -37.6% |
| 10Y | +41.2% | +225.5% | -184.3% | -65.1% |
| All | +289.8% | +356.1% | -66.3% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling