-44.1%
VG vs APA
+116.6%
-160.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.8% | +3.1% |
| 7D | +15.1% | +9.6% | +5.5% | +6.6% |
| 30D | -4.2% | -0.2% | -4.0% | -3.3% |
| 3M | -3.1% | +19.8% | -22.9% | -16.4% |
| 6M | +0.3% | +30.1% | -29.7% | -18.3% |
| YTD | +95.5% | +100.4% | -4.9% | +20.4% |
| 1Y | +64.4% | +105.2% | -40.8% | -1.0% |
| All | -44.1% | +116.6% | -160.7% | -69.8% |
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