+2,072.9%
VGT vs APD
+1,094.8%
+978.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +2.5% | +3.8% | -1.4% | +0.5% |
| 30D | -9.5% | +8.2% | -17.7% | -13.1% |
| 3M | -9.5% | +4.3% | -13.8% | -11.7% |
| 6M | -1.8% | +4.7% | -6.5% | -5.0% |
| YTD | +18.4% | +31.5% | -13.1% | +0.9% |
| 1Y | +18.7% | +23.5% | -4.8% | +3.9% |
| 3Y | +103.8% | +29.1% | +74.7% | +67.3% |
| 5Y | +104.4% | +15.9% | +88.5% | +73.9% |
| 10Y | +716.9% | +191.9% | +525.0% | +299.0% |
| All | +2,072.9% | +1,094.8% | +978.1% | +341.2% |
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