+219.8%
VT vs APA
+0.9%
+218.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +0.4% | -8.7% | +9.1% | +1.5% |
| 30D | -2.6% | -2.4% | -0.2% | -2.4% |
| 3M | -3.2% | +19.0% | -22.2% | -5.8% |
| 6M | +0.9% | +26.8% | -25.9% | -3.0% |
| YTD | +11.3% | +87.3% | -76.0% | +0.3% |
| 1Y | +14.0% | +92.3% | -78.3% | +2.2% |
| 3Y | +75.8% | +37.3% | +38.6% | +60.8% |
| 5Y | +57.8% | +73.2% | -15.4% | +35.9% |
| 10Y | +219.8% | -0.9% | +220.7% | +149.0% |
| All | +219.8% | +0.9% | +218.9% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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