+173.7%
VEA vs APD
+486.0%
-312.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.9% |
| 7D | +1.0% | -2.2% | +3.2% | +2.1% |
| 30D | +1.9% | +2.1% | -0.1% | +0.7% |
| 3M | +3.2% | +7.2% | -4.0% | -1.2% |
| 6M | +10.2% | +11.2% | -1.0% | +3.1% |
| YTD | +18.9% | +24.4% | -5.5% | +4.3% |
| 1Y | +29.3% | +6.7% | +22.7% | +21.9% |
| 3Y | +76.8% | +9.2% | +67.5% | +57.1% |
| 5Y | +61.2% | +27.4% | +33.9% | +27.5% |
| 10Y | +163.3% | +164.8% | -1.5% | +21.8% |
| All | +173.7% | +486.0% | -312.3% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling