-100.0%
APVO vs VT
+222.7%
-322.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -0.6% | -12.5% | -12.5% |
| 7D | -48.0% | +2.9% | -50.9% | -50.1% |
| 30D | -61.8% | -2.5% | -59.3% | -61.1% |
| 3M | -81.1% | -3.3% | -77.8% | -80.7% |
| 6M | -86.3% | +1.5% | -87.9% | -86.8% |
| YTD | -93.0% | +11.4% | -104.4% | -94.0% |
| 1Y | -97.5% | +11.9% | -109.4% | -97.9% |
| 3Y | -100.0% | +73.9% | -173.9% | -100.0% |
| 5Y | -100.0% | +57.9% | -157.9% | -100.0% |
| All | -100.0% | +222.7% | -322.7% | -100.0% |
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 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