+789.2%
VGT vs APA
-2.8%
+792.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.9% |
| 7D | -1.0% | +0.8% | -1.8% | -1.2% |
| 30D | -0.4% | +9.6% | -10.1% | -1.8% |
| 3M | +6.6% | +18.0% | -11.4% | +3.8% |
| 6M | +31.0% | +41.9% | -10.8% | +23.3% |
| YTD | +27.2% | +86.3% | -59.1% | +14.6% |
| 1Y | +34.5% | +97.9% | -63.4% | +19.4% |
| 3Y | +123.1% | +12.8% | +110.4% | +109.0% |
| 5Y | +135.1% | +177.2% | -42.1% | +89.8% |
| All | +789.2% | -2.8% | +792.0% | +588.4% |
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