+1,174.9%
VSH vs APD
+6,189.3%
-5,014.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.5% |
| 7D | -12.9% | -3.7% | -9.3% | -11.1% |
| 30D | -36.9% | +9.6% | -46.5% | -40.1% |
| 3M | -28.8% | +1.6% | -30.4% | -29.7% |
| 6M | -30.3% | +2.2% | -32.5% | -32.0% |
| YTD | +62.4% | +25.9% | +36.5% | +40.7% |
| 1Y | +62.5% | +20.1% | +42.4% | +43.8% |
| 3Y | +7.4% | +12.4% | -5.0% | -3.4% |
| 5Y | +25.4% | +11.1% | +14.3% | +11.8% |
| 10Y | +102.6% | +190.1% | -87.5% | +7.9% |
| All | +1,174.9% | +6,189.3% | -5,014.4% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling