+960.3%
VTI vs APD
+1,192.8%
-232.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | +0.1% | -2.2% | +2.3% | +1.2% |
| 30D | 0.0% | +2.1% | -2.1% | -1.1% |
| 3M | +2.0% | +7.2% | -5.2% | -2.1% |
| 6M | +13.0% | +11.2% | +1.7% | +6.0% |
| YTD | +13.9% | +24.4% | -10.4% | +0.7% |
| 1Y | +20.0% | +6.7% | +13.3% | +13.4% |
| 3Y | +75.8% | +9.2% | +66.6% | +57.9% |
| 5Y | +73.8% | +27.4% | +46.5% | +41.0% |
| 10Y | +297.5% | +164.8% | +132.6% | +107.3% |
| All | +960.3% | +1,192.8% | -232.5% | +105.0% |
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