+960.3%
VTI vs APA
+167.3%
+793.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.4% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | 0.0% | +23.4% | -23.4% | -4.5% |
| 3M | +2.0% | +12.7% | -10.7% | -1.2% |
| 6M | +13.0% | +39.4% | -26.5% | +3.4% |
| YTD | +13.9% | +79.0% | -65.0% | -1.7% |
| 1Y | +20.0% | +88.8% | -68.8% | +1.5% |
| 3Y | +75.8% | +6.4% | +69.4% | +62.6% |
| 5Y | +73.8% | +153.0% | -79.1% | +25.2% |
| 10Y | +297.5% | +7.5% | +289.9% | +174.2% |
| All | +960.3% | +167.3% | +793.1% | +401.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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