+130.6%
VMC vs APD
+187.0%
-56.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +1.1% | -0.2% | +1.4% | +1.3% |
| 30D | +17.7% | +11.0% | +6.7% | +12.8% |
| 3M | +1.1% | +1.3% | -0.3% | +0.6% |
| 6M | +1.8% | +6.4% | -4.5% | -1.1% |
| YTD | +1.5% | +28.9% | -27.4% | -9.7% |
| 1Y | -1.1% | +23.2% | -24.4% | -10.6% |
| 3Y | +38.8% | +26.3% | +12.4% | +19.9% |
| 5Y | +49.6% | +12.0% | +37.5% | +33.7% |
| 10Y | +130.6% | +183.2% | -52.5% | +20.3% |
| All | +130.6% | +187.0% | -56.4% | +20.3% |
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