+62.5%
VUG vs APD
+16.4%
+46.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.5% | +3.8% | -1.3% | +1.4% |
| 30D | -6.3% | +8.2% | -14.5% | -8.5% |
| 3M | -6.0% | +4.3% | -10.3% | -7.3% |
| 6M | -3.5% | +4.7% | -8.2% | -5.2% |
| YTD | +3.9% | +31.5% | -27.6% | -5.9% |
| 1Y | +5.1% | +23.5% | -18.4% | -3.0% |
| 3Y | +77.9% | +29.1% | +48.8% | +57.6% |
| All | +62.5% | +16.4% | +46.0% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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