+377.4%
VT vs APA
-55.3%
+432.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.7% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | +1.0% | +23.4% | -22.4% | -3.7% |
| 3M | +2.4% | +12.7% | -10.3% | -0.9% |
| 6M | +12.0% | +39.4% | -27.4% | +2.2% |
| YTD | +15.3% | +79.0% | -63.6% | -0.9% |
| 1Y | +22.6% | +88.8% | -66.2% | +3.2% |
| 3Y | +74.7% | +6.4% | +68.3% | +61.1% |
| 5Y | +66.1% | +153.0% | -86.8% | +17.5% |
| 10Y | +225.0% | +7.5% | +217.5% | +122.0% |
| All | +377.4% | -55.3% | +432.7% | +248.9% |
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 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