+76.9%
VT vs APD
+16.8%
+60.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | -0.3% | +3.8% | -4.1% | -0.9% |
| 30D | -1.4% | +14.1% | -15.5% | -3.6% |
| 3M | -1.4% | +8.2% | -9.6% | -2.7% |
| 6M | +5.5% | +7.5% | -2.1% | +4.0% |
| YTD | +12.8% | +31.7% | -18.8% | +6.9% |
| 1Y | +15.4% | +35.1% | -19.6% | +8.4% |
| All | +76.9% | +16.8% | +60.1% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling