+420.5%
VUG vs APA
-1.1%
+421.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.9% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | -1.7% | +9.3% | -11.0% | -2.8% |
| 3M | +2.8% | +23.3% | -20.5% | -0.2% |
| 6M | +13.6% | +39.5% | -25.9% | +7.7% |
| YTD | +8.1% | +87.6% | -79.5% | -1.8% |
| 1Y | +13.1% | +114.2% | -101.2% | +0.4% |
| 3Y | +87.0% | +13.6% | +73.4% | +76.0% |
| 5Y | +76.0% | +175.6% | -99.6% | +44.6% |
| 10Y | +420.5% | -2.6% | +423.1% | +311.8% |
| All | +420.5% | -1.1% | +421.6% | +311.8% |
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