+31.5%
VCIT vs APA
+4.1%
+27.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | 0.0% |
| 7D | -0.5% | +5.1% | -5.5% | -0.5% |
| 30D | +1.5% | +0.3% | +1.2% | +1.5% |
| 3M | -1.0% | +15.6% | -16.6% | -1.1% |
| 6M | -1.7% | +28.9% | -30.6% | -1.9% |
| YTD | -1.4% | +96.6% | -97.9% | -2.0% |
| 1Y | -0.9% | +95.5% | -96.4% | -1.6% |
| 3Y | +19.8% | +41.8% | -22.0% | +19.1% |
| 5Y | +4.6% | +85.4% | -80.8% | +3.6% |
| 10Y | +31.5% | +4.5% | +27.0% | +27.5% |
| All | +31.5% | +4.1% | +27.4% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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