+24.9%
VSH vs APD
+11.0%
+14.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.4% |
| 7D | -12.9% | -3.7% | -9.3% | -11.3% |
| 30D | -36.9% | +9.6% | -46.5% | -39.8% |
| 3M | -28.8% | +1.6% | -30.4% | -29.6% |
| 6M | -30.3% | +2.2% | -32.5% | -31.8% |
| YTD | +62.4% | +25.9% | +36.5% | +41.5% |
| 1Y | +62.5% | +20.1% | +42.4% | +44.7% |
| 3Y | +7.4% | +12.4% | -5.0% | -1.5% |
| All | +24.9% | +11.0% | +14.0% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling