+407.5%
VUG vs APA
+7.0%
+400.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.5% |
| 7D | +4.4% | +9.6% | -5.2% | +3.2% |
| 30D | -7.3% | -0.2% | -7.1% | -7.5% |
| 3M | -4.2% | +19.8% | -24.1% | -6.7% |
| 6M | -1.6% | +30.1% | -31.6% | -5.4% |
| YTD | +4.9% | +100.4% | -95.5% | -5.7% |
| 1Y | +3.8% | +105.2% | -101.4% | -7.1% |
| 3Y | +79.4% | +44.6% | +34.8% | +63.6% |
| 5Y | +63.9% | +88.8% | -24.9% | +41.1% |
| All | +407.5% | +7.0% | +400.5% | +296.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling