+31.2%
VCIT vs APA
+0.9%
+30.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +0.7% | -8.7% | +9.5% | +0.8% |
| 30D | +1.8% | -2.4% | +4.2% | +1.8% |
| 3M | -1.1% | +19.0% | -20.1% | -1.3% |
| 6M | -1.7% | +26.8% | -28.5% | -1.9% |
| YTD | -1.1% | +87.3% | -88.5% | -1.7% |
| 1Y | -0.4% | +92.3% | -92.7% | -1.0% |
| 3Y | +20.5% | +37.3% | -16.8% | +19.8% |
| 5Y | +3.8% | +73.2% | -69.4% | +2.8% |
| 10Y | +31.2% | -0.9% | +32.1% | +27.2% |
| All | +31.2% | +0.9% | +30.4% | +27.2% |
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