+167.9%
VSH vs APD
+161.1%
+6.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.3% |
| 7D | +6.2% | -2.5% | +8.7% | +7.9% |
| 30D | -11.1% | -1.9% | -9.2% | -10.3% |
| 3M | -44.9% | +8.2% | -53.1% | -48.3% |
| 6M | +90.0% | +10.7% | +79.2% | +75.5% |
| YTD | +118.8% | +22.9% | +95.9% | +88.3% |
| 1Y | +109.0% | +5.8% | +103.2% | +96.3% |
| 3Y | +35.6% | +7.8% | +27.9% | +23.3% |
| 5Y | +66.7% | +26.1% | +40.6% | +31.3% |
| 10Y | +167.9% | +163.7% | +4.2% | +24.2% |
| All | +167.9% | +161.1% | +6.8% | +24.2% |
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 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