-51.4%
VG vs APD
-2.8%
-48.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.8% |
| 7D | -22.0% | -3.7% | -18.4% | -20.7% |
| 30D | -11.6% | +9.6% | -21.3% | -15.5% |
| 3M | -14.9% | +1.6% | -16.5% | -15.8% |
| 6M | -3.5% | +2.2% | -5.7% | -5.0% |
| YTD | +70.0% | +25.9% | +44.1% | +45.3% |
| 1Y | +50.0% | +20.1% | +29.9% | +31.7% |
| All | -51.4% | -2.8% | -48.5% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling