+138.2%
VSH vs APD
+187.5%
-49.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +7.8% | +8.2% |
| 7D | +12.8% | -1.2% | +13.9% | +14.0% |
| 30D | -9.0% | +11.0% | -20.1% | -14.8% |
| 3M | -12.2% | +2.6% | -14.8% | -13.8% |
| 6M | -15.9% | +4.8% | -20.8% | -19.4% |
| YTD | +103.2% | +31.0% | +72.3% | +67.9% |
| 1Y | +108.4% | +23.4% | +85.0% | +78.1% |
| 3Y | +41.6% | +28.4% | +13.2% | +15.9% |
| 5Y | +54.6% | +15.2% | +39.4% | +31.4% |
| 10Y | +138.2% | +190.7% | -52.5% | +3.3% |
| All | +138.2% | +187.5% | -49.3% | +3.3% |
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