+1,250.4%
VUG vs APD
+1,029.8%
+220.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | -0.1% | -2.2% | +2.1% | +1.0% |
| 30D | -0.3% | +2.1% | -2.4% | -1.4% |
| 3M | -0.7% | +7.2% | -7.9% | -4.6% |
| 6M | +14.6% | +11.2% | +3.4% | +7.7% |
| YTD | +9.0% | +24.4% | -15.4% | -3.5% |
| 1Y | +14.9% | +6.7% | +8.2% | +8.6% |
| 3Y | +86.0% | +9.2% | +76.8% | +67.0% |
| 5Y | +76.7% | +27.4% | +49.3% | +43.8% |
| 10Y | +411.3% | +164.8% | +246.5% | +168.5% |
| All | +1,250.4% | +1,029.8% | +220.6% | +219.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling