+158.3%
VEA vs APD
+519.7%
-361.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.3% | +3.8% | -1.6% | +0.3% |
| 30D | +0.2% | +8.2% | -8.0% | -3.8% |
| 3M | -5.3% | +4.3% | -9.6% | -7.6% |
| 6M | -0.9% | +4.7% | -5.6% | -4.1% |
| YTD | +12.2% | +31.5% | -19.3% | -4.5% |
| 1Y | +16.1% | +23.5% | -7.4% | +1.6% |
| 3Y | +73.0% | +29.1% | +43.9% | +41.1% |
| 5Y | +53.7% | +15.9% | +37.8% | +29.3% |
| 10Y | +159.3% | +191.9% | -32.6% | +13.4% |
| All | +158.3% | +519.7% | -361.5% | -42.4% |
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