+31.5%
VCIT vs APD
+187.5%
-156.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -0.5% | -1.2% | +0.7% | -0.4% |
| 30D | +1.5% | +11.0% | -9.6% | +1.1% |
| 3M | -1.0% | +2.6% | -3.5% | -1.1% |
| 6M | -1.7% | +4.8% | -6.5% | -1.9% |
| YTD | -1.4% | +31.0% | -32.3% | -2.5% |
| 1Y | -0.9% | +23.4% | -24.3% | -1.8% |
| 3Y | +19.8% | +28.4% | -8.6% | +18.2% |
| 5Y | +4.6% | +15.2% | -10.6% | +3.0% |
| 10Y | +31.5% | +190.7% | -159.2% | +28.5% |
| All | +31.5% | +187.5% | -156.0% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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