+1,181.0%
VUG vs APA
+70.0%
+1,111.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | -1.2% | -5.5% | +4.4% | -0.2% |
| 30D | -8.9% | -1.2% | -7.7% | -8.9% |
| 3M | -5.9% | +10.6% | -16.5% | -8.2% |
| 6M | -3.3% | +28.4% | -31.7% | -8.9% |
| YTD | +3.4% | +89.7% | -86.3% | -11.1% |
| 1Y | +1.9% | +90.6% | -88.7% | -12.7% |
| 3Y | +76.9% | +36.9% | +40.0% | +55.9% |
| 5Y | +63.9% | +83.2% | -19.3% | +30.0% |
| 10Y | +396.2% | -0.1% | +396.3% | +264.0% |
| All | +1,181.0% | +70.0% | +1,111.0% | +682.9% |
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