+127.0%
VMC vs APD
+191.6%
-64.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -1.7% | +2.2% | -3.9% | -2.6% |
| 30D | +15.3% | +9.4% | +5.8% | +11.1% |
| 3M | +0.3% | +4.7% | -4.4% | -1.5% |
| 6M | +0.9% | +5.5% | -4.6% | -1.7% |
| YTD | -1.0% | +31.4% | -32.4% | -12.6% |
| 1Y | -4.3% | +24.1% | -28.4% | -13.8% |
| 3Y | +35.3% | +28.8% | +6.6% | +16.0% |
| 5Y | +44.4% | +15.8% | +28.6% | +27.2% |
| All | +127.0% | +191.6% | -64.6% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling