+1,202.4%
VUG vs APA
+76.1%
+1,126.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.0% |
| 7D | -1.1% | +5.1% | -6.1% | -2.0% |
| 30D | -7.0% | +0.3% | -7.3% | -7.3% |
| 3M | -3.7% | +15.6% | -19.4% | -6.8% |
| 6M | -1.6% | +28.9% | -30.5% | -7.4% |
| YTD | +5.1% | +96.6% | -91.4% | -10.3% |
| 1Y | +3.8% | +95.5% | -91.8% | -11.6% |
| 3Y | +79.9% | +41.8% | +38.1% | +57.5% |
| 5Y | +66.4% | +85.4% | -19.0% | +31.7% |
| 10Y | +405.3% | +4.5% | +400.7% | +267.0% |
| All | +1,202.4% | +76.1% | +1,126.3% | +690.6% |
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