+409.6%
VUG vs APTV
-15.8%
+425.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.3% |
| 7D | -1.9% | -1.8% | -0.1% | -1.4% |
| 30D | -1.6% | -7.9% | +6.4% | +0.6% |
| 3M | +4.4% | -29.9% | +34.3% | +14.5% |
| 6M | +13.2% | -36.6% | +49.8% | +26.6% |
| YTD | +7.5% | -40.0% | +47.4% | +21.5% |
| 1Y | +12.5% | -44.0% | +56.5% | +29.6% |
| 3Y | +86.0% | -54.5% | +140.5% | +119.9% |
| 5Y | +76.5% | -68.8% | +145.3% | +126.9% |
| All | +409.6% | -15.8% | +425.4% | +406.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling