+113.0%
VWO vs APA
-2.4%
+115.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.6% |
| 7D | -1.8% | +4.6% | -6.4% | -2.3% |
| 30D | -0.1% | +11.9% | -12.0% | -1.5% |
| 3M | +2.2% | +22.5% | -20.2% | -0.6% |
| 6M | +8.8% | +37.5% | -28.8% | +3.4% |
| YTD | +12.4% | +87.2% | -74.8% | +2.4% |
| 1Y | +15.6% | +101.4% | -85.9% | +3.9% |
| 3Y | +62.5% | +16.9% | +45.6% | +53.2% |
| 5Y | +34.3% | +178.4% | -144.2% | +9.5% |
| All | +113.0% | -2.4% | +115.4% | +73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling