+213.0%
VT vs APA
-2.5%
+215.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.8% |
| 7D | -4.2% | -15.6% | +11.4% | -2.1% |
| 30D | -5.8% | -0.9% | -4.9% | -5.9% |
| 3M | -5.2% | +26.1% | -31.3% | -8.5% |
| 6M | +0.1% | +6.1% | -6.0% | -1.5% |
| YTD | +8.2% | +82.8% | -74.6% | -2.2% |
| 1Y | +10.1% | +106.5% | -96.4% | -2.4% |
| 3Y | +69.7% | +21.9% | +47.8% | +57.8% |
| 5Y | +53.4% | +69.7% | -16.3% | +32.4% |
| All | +213.0% | -2.5% | +215.5% | +144.1% |
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