+213.7%
VT vs APA
0.0%
+213.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.1% |
| 7D | -2.3% | -15.5% | +13.2% | -0.2% |
| 30D | -5.0% | +2.4% | -7.3% | -5.4% |
| 3M | -4.9% | +22.8% | -27.7% | -7.8% |
| 6M | -1.5% | +17.9% | -19.5% | -4.5% |
| YTD | +8.5% | +87.7% | -79.2% | -2.3% |
| 1Y | +11.4% | +94.2% | -82.8% | -0.3% |
| 3Y | +70.1% | +27.2% | +42.9% | +57.2% |
| 5Y | +53.7% | +74.1% | -20.4% | +32.3% |
| All | +213.7% | 0.0% | +213.6% | +143.9% |
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