+11.4%
VT vs APD
+24.7%
-13.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | -2.3% | -3.7% | +1.3% | -2.1% |
| 30D | -5.0% | +9.6% | -14.6% | -5.3% |
| 3M | -4.9% | +1.6% | -6.5% | -4.9% |
| 6M | -1.5% | +2.2% | -3.7% | -1.7% |
| YTD | +8.5% | +25.9% | -17.4% | +6.9% |
| 1Y | +11.4% | +20.1% | -8.8% | +9.9% |
| All | +11.4% | +24.7% | -13.3% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling