+213.0%
VT vs APD
+190.3%
+22.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.1% | -2.9% |
| 7D | -4.2% | -0.7% | -3.4% | -3.9% |
| 30D | -5.8% | +10.1% | -15.9% | -9.3% |
| 3M | -5.2% | +4.9% | -10.1% | -7.2% |
| 6M | +0.1% | +2.5% | -2.3% | -1.4% |
| YTD | +8.2% | +27.8% | -19.6% | -3.2% |
| 1Y | +10.1% | +32.9% | -22.7% | -3.8% |
| 3Y | +69.7% | +13.4% | +56.3% | +54.0% |
| 5Y | +53.4% | +12.8% | +40.6% | +36.5% |
| All | +213.0% | +190.3% | +22.7% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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