+116.6%
VSH vs APD
+192.6%
-76.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.0% | +11.4% | +12.2% |
| 7D | +3.5% | -1.6% | +5.1% | +4.7% |
| 30D | -22.4% | +10.6% | -33.0% | -27.2% |
| 3M | -25.2% | +2.5% | -27.7% | -26.7% |
| 6M | -22.5% | +6.0% | -28.5% | -26.3% |
| YTD | +84.2% | +28.4% | +55.8% | +54.0% |
| 1Y | +87.1% | +22.2% | +64.9% | +60.6% |
| 3Y | +31.7% | +26.6% | +5.1% | +8.7% |
| 5Y | +42.6% | +11.8% | +30.8% | +23.6% |
| 10Y | +116.6% | +187.8% | -71.2% | -1.9% |
| All | +116.6% | +192.6% | -76.0% | -1.9% |
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