+725.0%
VTV vs APA
+60.3%
+664.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +2.9% | +0.4% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | +1.1% | +23.4% | -22.3% | -3.5% |
| 3M | +5.9% | +12.7% | -6.8% | +2.6% |
| 6M | +11.6% | +39.4% | -27.8% | +2.3% |
| YTD | +19.8% | +79.0% | -59.1% | +3.5% |
| 1Y | +26.2% | +88.8% | -62.6% | +7.0% |
| 3Y | +68.5% | +6.4% | +62.1% | +56.1% |
| 5Y | +79.9% | +153.0% | -73.1% | +28.9% |
| 10Y | +229.7% | +7.5% | +222.1% | +127.8% |
| All | +725.0% | +60.3% | +664.7% | +384.3% |
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