+377.4%
VT vs APD
+416.2%
-38.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | +0.4% | -2.2% | +2.7% | +1.6% |
| 30D | +1.0% | +2.1% | -1.1% | -0.2% |
| 3M | +2.4% | +7.2% | -4.8% | -1.9% |
| 6M | +12.0% | +11.2% | +0.8% | +4.8% |
| YTD | +15.3% | +24.4% | -9.1% | +1.2% |
| 1Y | +22.6% | +6.7% | +15.9% | +15.6% |
| 3Y | +74.7% | +9.2% | +65.4% | +55.6% |
| 5Y | +66.1% | +27.4% | +38.8% | +31.8% |
| 10Y | +225.0% | +164.8% | +60.2% | +53.2% |
| All | +377.4% | +416.2% | -38.7% | +15.2% |
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