+30.6%
VCIT vs APA
+0.9%
+29.8%
-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 | -1.6% | +19.0% | -20.5% | -1.7% |
| 6M | -2.1% | +26.8% | -28.9% | -2.3% |
| YTD | -1.6% | +87.3% | -88.9% | -2.2% |
| 1Y | -0.8% | +92.3% | -93.1% | -1.4% |
| 3Y | +19.9% | +37.3% | -17.3% | +19.3% |
| 5Y | +3.3% | +73.2% | -69.9% | +2.3% |
| 10Y | +30.6% | -0.9% | +31.5% | +26.7% |
| All | +30.6% | +0.9% | +29.8% | +26.7% |
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