+77.7%
VUG vs APA
+24.2%
+53.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.7% |
| 7D | -3.4% | -15.5% | +12.1% | -2.3% |
| 30D | -11.1% | +2.4% | -13.5% | -11.4% |
| 3M | -7.2% | +22.8% | -30.0% | -9.0% |
| 6M | -4.1% | +17.9% | -22.1% | -5.8% |
| YTD | +1.4% | +87.7% | -86.3% | -7.5% |
| 1Y | +1.9% | +94.2% | -92.3% | -7.7% |
| 3Y | +77.7% | +27.2% | +50.5% | +54.3% |
| All | +77.7% | +24.2% | +53.5% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling