+76.5%
VUG vs APA
+156.4%
-79.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.1% |
| 7D | -0.1% | +0.5% | -0.6% | -0.2% |
| 30D | -0.3% | +23.4% | -23.7% | -3.1% |
| 3M | -0.7% | +12.7% | -13.4% | -2.5% |
| 6M | +14.6% | +39.4% | -24.8% | +7.9% |
| YTD | +9.0% | +79.0% | -69.9% | -1.8% |
| 1Y | +14.9% | +88.8% | -74.0% | +1.9% |
| 3Y | +86.0% | +6.4% | +79.7% | +74.6% |
| All | +76.5% | +156.4% | -79.9% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling