+367.1%
VT vs APA
-53.3%
+420.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.9% | +8.6% | +3.2% |
| 7D | -0.3% | -13.0% | +12.6% | +2.5% |
| 30D | -1.4% | +2.0% | -3.4% | -2.1% |
| 3M | -1.4% | +24.9% | -26.3% | -6.7% |
| 6M | +5.5% | +7.2% | -1.7% | +2.4% |
| YTD | +12.8% | +87.1% | -74.3% | -4.5% |
| 1Y | +15.4% | +107.2% | -91.7% | -4.8% |
| 3Y | +76.9% | +24.7% | +52.2% | +56.9% |
| 5Y | +60.4% | +78.5% | -18.1% | +23.7% |
| 10Y | +232.8% | +2.3% | +230.5% | +134.7% |
| All | +367.1% | -53.3% | +420.3% | +236.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling