+2,267.4%
VGT vs APD
+1,029.8%
+1,237.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | +1.0% | -2.2% | +3.2% | +2.1% |
| 30D | +1.3% | +2.1% | -0.8% | +0.1% |
| 3M | -1.1% | +7.2% | -8.3% | -5.3% |
| 6M | +32.6% | +11.2% | +21.4% | +24.2% |
| YTD | +29.0% | +24.4% | +4.6% | +13.4% |
| 1Y | +39.7% | +6.7% | +33.0% | +31.5% |
| 3Y | +120.9% | +9.2% | +111.7% | +97.0% |
| 5Y | +133.6% | +27.4% | +106.2% | +88.0% |
| 10Y | +792.6% | +164.8% | +627.7% | +359.3% |
| All | +2,267.4% | +1,029.8% | +1,237.5% | +395.6% |
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