-46.6%
VG vs APA
+112.4%
-159.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.6% | +1.9% | +2.5% |
| 7D | +5.5% | +5.1% | +0.4% | +1.3% |
| 30D | -3.6% | +0.3% | -3.9% | -3.0% |
| 3M | -4.0% | +15.6% | -19.6% | -14.8% |
| 6M | +9.4% | +28.9% | -19.5% | -10.2% |
| YTD | +86.6% | +96.6% | -9.9% | +16.8% |
| 1Y | +69.5% | +95.5% | -26.0% | +5.6% |
| All | -46.6% | +112.4% | -159.0% | -70.7% |
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