+367.1%
VT vs APD
+446.3%
-79.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.7% |
| 7D | -0.3% | +3.8% | -4.1% | -2.2% |
| 30D | -1.4% | +14.1% | -15.5% | -8.0% |
| 3M | -1.4% | +8.2% | -9.6% | -5.6% |
| 6M | +5.5% | +7.5% | -2.1% | +0.6% |
| YTD | +12.8% | +31.7% | -18.8% | -4.0% |
| 1Y | +15.4% | +35.1% | -19.6% | -4.1% |
| 3Y | +76.9% | +16.8% | +60.1% | +51.9% |
| 5Y | +60.4% | +19.4% | +41.0% | +32.8% |
| 10Y | +232.8% | +203.5% | +29.3% | +44.6% |
| All | +367.1% | +446.3% | -79.3% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling